-12.7%
JD vs GAP
-3.2%
-9.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | -16.0% | +9.3% | -25.4% | -16.3% |
| 3M | -3.2% | +6.1% | -9.3% | -3.5% |
| 6M | +6.1% | -2.3% | +8.3% | +5.9% |
| YTD | -0.1% | -10.6% | +10.5% | -1.1% |
| 1Y | -12.7% | -4.4% | -8.3% | -20.4% |
| All | -12.7% | -3.2% | -9.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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