-7.4%
JD vs FGI
+51.0%
-58.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +11.7% | -11.6% | +23.3% | +11.5% |
| 30D | +8.1% | -3.3% | +11.4% | +8.0% |
| 3M | -12.0% | +65.6% | -77.6% | -9.3% |
| 6M | -3.5% | -2.8% | -0.7% | -0.6% |
| YTD | +3.3% | +30.1% | -26.8% | +7.6% |
| 1Y | -7.4% | +50.2% | -57.6% | -5.7% |
| All | -7.4% | +51.0% | -58.4% | -5.7% |
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