+141.0%
GS vs JD
-59.1%
+200.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.6% | -6.8% |
| 7D | -6.3% | +11.7% | -18.1% | -7.6% |
| 30D | -3.1% | +8.1% | -11.2% | -4.1% |
| 3M | -17.7% | -12.0% | -5.7% | -16.5% |
| 6M | -4.6% | -3.5% | -1.0% | -4.5% |
| YTD | +0.3% | +3.3% | -3.0% | -0.6% |
| 1Y | +11.7% | -7.4% | +19.1% | +12.2% |
| 3Y | +183.6% | +16.6% | +167.0% | +170.6% |
| 5Y | +141.0% | -57.9% | +198.8% | +149.8% |
| All | +141.0% | -59.1% | +200.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling