-55.3%
JD vs FGI
-70.4%
+15.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.7% | +1.8% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | -13.2% | +65.4% | -78.6% | -13.5% |
| 3M | -3.2% | +23.5% | -26.7% | -3.2% |
| 6M | +15.2% | +60.5% | -45.3% | +13.2% |
| YTD | +2.0% | +30.0% | -28.0% | +0.7% |
| 1Y | -5.4% | +82.1% | -87.4% | -9.5% |
| 3Y | -9.1% | -4.4% | -4.7% | -12.2% |
| All | -55.3% | -70.4% | +15.1% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling