+157.4%
GS vs JD
-59.0%
+216.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +1.6% | +5.2% | -3.6% | +0.9% |
| 30D | +1.7% | +4.5% | -2.8% | +1.0% |
| 3M | -11.6% | -15.4% | +3.8% | -9.9% |
| 6M | -1.9% | -6.0% | +4.1% | -1.5% |
| YTD | +5.1% | +2.2% | +2.9% | +4.3% |
| 1Y | +16.4% | -6.7% | +23.1% | +16.8% |
| 3Y | +199.0% | +20.5% | +178.4% | +184.0% |
| 5Y | +157.4% | -58.4% | +215.9% | +167.7% |
| All | +157.4% | -59.0% | +216.4% | +167.7% |
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