+30.5%
JD vs GD
+190.6%
-160.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.8% |
| 7D | +13.4% | -5.0% | +18.3% | +15.0% |
| 30D | +7.7% | +8.9% | -1.2% | +4.8% |
| 3M | -11.3% | -8.0% | -3.2% | -9.2% |
| 6M | -5.1% | +2.9% | -8.0% | -6.4% |
| YTD | +5.0% | +7.1% | -2.0% | +2.0% |
| 1Y | -5.6% | +5.9% | -11.6% | -8.1% |
| 3Y | +17.8% | +53.9% | -36.1% | +1.0% |
| 5Y | -57.2% | +95.4% | -152.6% | -66.9% |
| All | +30.5% | +190.6% | -160.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling