+28.9%
JD vs CG
+320.1%
-291.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -5.0% |
| 7D | +7.9% | +3.0% | +4.9% | +6.3% |
| 30D | +4.8% | +10.1% | -5.4% | +0.5% |
| 3M | -13.9% | -10.8% | -3.1% | -11.1% |
| 6M | -5.8% | -15.2% | +9.4% | -1.5% |
| YTD | +2.4% | -26.9% | +29.3% | +12.3% |
| 1Y | -7.5% | -17.0% | +9.5% | -4.0% |
| 3Y | +20.9% | +54.6% | -33.8% | -11.4% |
| 5Y | -58.0% | -16.7% | -41.3% | -60.9% |
| 10Y | +28.9% | +320.1% | -291.2% | -37.2% |
| All | +28.9% | +320.1% | -291.2% | -37.2% |
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