+54.6%
JD vs GAP
-17.5%
+72.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | +5.2% | -0.1% | +5.3% | +5.1% |
| 30D | +4.5% | -5.4% | +9.9% | +5.1% |
| 3M | -15.4% | +2.9% | -18.3% | -16.1% |
| 6M | -6.0% | -4.4% | -1.6% | -6.3% |
| YTD | +2.2% | -11.6% | +13.7% | +2.3% |
| 1Y | -6.7% | -6.0% | -0.6% | -7.5% |
| 3Y | +20.5% | +78.0% | -57.5% | +4.1% |
| 5Y | -58.4% | +8.5% | -66.9% | -63.4% |
| 10Y | +32.5% | +8.6% | +23.9% | +7.7% |
| All | +54.6% | -17.5% | +72.1% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling