+20.9%
JD vs GAP
+78.9%
-58.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.8% |
| 7D | +7.9% | 0.0% | +7.9% | +7.8% |
| 30D | +4.8% | -4.3% | +9.1% | +5.1% |
| 3M | -13.9% | +9.4% | -23.3% | -14.7% |
| 6M | -5.8% | -3.3% | -2.5% | -6.0% |
| YTD | +2.4% | -10.5% | +12.9% | +2.4% |
| 1Y | -7.5% | -2.4% | -5.2% | -8.5% |
| 3Y | +20.9% | +80.1% | -59.2% | +17.6% |
| All | +20.9% | +78.9% | -58.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling