+17.6%
JD vs CG
+345.5%
-327.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -16.0% | -3.2% | -12.9% | -15.4% |
| 3M | -3.2% | +6.2% | -9.4% | -6.4% |
| 6M | +6.1% | -4.7% | +10.7% | +6.5% |
| YTD | -0.1% | -20.6% | +20.5% | +6.8% |
| 1Y | -12.7% | -26.4% | +13.6% | -4.4% |
| 3Y | -6.3% | +55.4% | -61.7% | -30.5% |
| 5Y | -61.3% | +9.8% | -71.2% | -67.7% |
| 10Y | +17.6% | +341.4% | -323.7% | -42.9% |
| All | +17.6% | +345.5% | -327.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling