-5.6%
JD vs FGI
+46.9%
-52.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +13.4% | -7.0% | +20.3% | +13.2% |
| 30D | +7.7% | -4.2% | +11.9% | +7.6% |
| 3M | -11.3% | +55.6% | -66.9% | -8.6% |
| 6M | -5.1% | -3.2% | -2.0% | -2.3% |
| YTD | +5.0% | +29.1% | -24.1% | +9.4% |
| 1Y | -5.6% | +51.0% | -56.6% | -3.9% |
| All | -5.6% | +46.9% | -52.5% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling