-56.5%
JD vs FGI
-66.3%
+9.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.3% |
| 7D | -4.0% | +13.5% | -17.5% | -4.1% |
| 30D | +2.7% | +17.1% | -14.5% | +2.6% |
| 3M | -13.0% | +78.0% | -91.0% | -13.4% |
| 6M | -12.7% | +46.4% | -59.1% | -12.9% |
| YTD | -0.8% | +47.7% | -48.5% | -2.1% |
| 1Y | -8.9% | +56.8% | -65.7% | -10.7% |
| 3Y | +17.0% | +12.3% | +4.8% | +12.7% |
| All | -56.5% | -66.3% | +9.8% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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