-9.7%
JD vs GDDY
-11.8%
+2.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.2% | +3.1% |
| 7D | +9.0% | +11.1% | -2.1% | +9.0% |
| 30D | +5.2% | +18.6% | -13.4% | +5.3% |
| 3M | -15.9% | +32.8% | -48.7% | -15.6% |
| 6M | -7.7% | +34.0% | -41.7% | -7.5% |
| YTD | +0.1% | -4.6% | +4.7% | +2.2% |
| 1Y | -9.7% | -12.5% | +2.7% | -5.9% |
| All | -9.7% | -11.8% | +2.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling