+28.4%
JD vs GD
+192.5%
-164.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +4.0% |
| 7D | +11.7% | -3.9% | +15.6% | +13.0% |
| 30D | +8.1% | +8.1% | 0.0% | +5.4% |
| 3M | -12.0% | -6.8% | -5.2% | -10.3% |
| 6M | -3.5% | +3.0% | -6.5% | -4.8% |
| YTD | +3.3% | +7.8% | -4.4% | +0.2% |
| 1Y | -7.4% | +5.8% | -13.2% | -9.8% |
| 3Y | +16.6% | +55.3% | -38.7% | -0.3% |
| 5Y | -57.9% | +96.7% | -154.5% | -67.5% |
| All | +28.4% | +192.5% | -164.1% | +12.3% |
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