+639.5%
GS vs JD
+45.5%
+593.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.5% | +3.1% |
| 7D | +0.3% | +9.0% | -8.7% | -1.1% |
| 30D | +3.9% | +5.2% | -1.3% | +3.0% |
| 3M | -11.4% | -15.9% | +4.5% | -9.1% |
| 6M | +3.7% | -7.7% | +11.4% | +4.6% |
| YTD | +7.1% | +0.1% | +7.1% | +6.5% |
| 1Y | +19.7% | -9.7% | +29.4% | +20.9% |
| 3Y | +202.8% | +12.9% | +189.9% | +184.1% |
| 5Y | +156.7% | -60.6% | +217.3% | +173.6% |
| 10Y | +548.7% | +28.4% | +520.3% | +406.6% |
| All | +639.5% | +45.5% | +593.9% | +473.2% |
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