+727.6%
GS vs JD
+48.3%
+679.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | -1.6% | -13.2% | +11.6% | +0.6% |
| 3M | -4.5% | -3.2% | -1.3% | -4.2% |
| 6M | +20.9% | +15.2% | +5.6% | +17.4% |
| YTD | +19.9% | +2.0% | +17.9% | +18.9% |
| 1Y | +41.4% | -5.4% | +46.8% | +41.6% |
| 3Y | +239.2% | -9.1% | +248.3% | +230.2% |
| 5Y | +185.0% | -59.6% | +244.7% | +202.1% |
| 10Y | +655.0% | +26.2% | +628.7% | +491.3% |
| All | +727.6% | +48.3% | +679.3% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling