+34.4%
JD vs CG
+278.5%
-244.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | -4.1% | +0.2% | -4.3% | -4.4% |
| 30D | +4.6% | +11.2% | -6.6% | -0.1% |
| 3M | -4.7% | -22.1% | +17.3% | +3.9% |
| 6M | -17.4% | -17.9% | +0.6% | -12.5% |
| YTD | +0.7% | -31.3% | +32.0% | +13.0% |
| 1Y | -5.9% | -24.0% | +18.1% | +1.1% |
| 3Y | +18.9% | +45.0% | -26.1% | -10.8% |
| 5Y | -62.9% | -22.6% | -40.3% | -64.5% |
| All | +34.4% | +278.5% | -244.1% | -33.1% |
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