+32.5%
JD vs CG
+308.6%
-276.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +5.2% | +2.0% | +3.2% | +4.0% |
| 30D | +4.5% | +8.5% | -4.0% | +0.8% |
| 3M | -15.4% | -12.1% | -3.3% | -12.1% |
| 6M | -6.0% | -16.4% | +10.4% | -1.2% |
| YTD | +2.2% | -28.0% | +30.1% | +12.6% |
| 1Y | -6.7% | -18.9% | +12.2% | -2.2% |
| 3Y | +20.5% | +51.2% | -30.7% | -10.9% |
| 5Y | -58.4% | -15.9% | -42.6% | -61.4% |
| 10Y | +32.5% | +305.9% | -273.4% | -35.4% |
| All | +32.5% | +308.6% | -276.1% | -35.4% |
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