+21.5%
JD vs GD
+190.3%
-168.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.4% |
| 7D | -1.7% | -5.3% | +3.6% | -0.1% |
| 30D | -13.2% | -6.4% | -6.7% | -11.4% |
| 3M | -3.2% | +5.7% | -8.9% | -5.0% |
| 6M | +15.2% | -0.9% | +16.2% | +15.1% |
| YTD | +2.0% | +8.2% | -6.2% | -1.1% |
| 1Y | -5.4% | +13.4% | -18.8% | -9.7% |
| 3Y | -9.1% | +68.5% | -77.6% | -24.4% |
| 5Y | -59.6% | +97.2% | -156.8% | -68.8% |
| All | +21.5% | +190.3% | -168.8% | -9.9% |
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