+16.5%
JD vs GDDY
+207.2%
-190.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.4% |
| 7D | -4.2% | -3.2% | -1.0% | -3.3% |
| 30D | -14.4% | +6.8% | -21.2% | -16.9% |
| 3M | -3.6% | +30.5% | -34.0% | -14.4% |
| 6M | -0.3% | +13.3% | -13.6% | -8.0% |
| YTD | -2.4% | -21.0% | +18.6% | +2.3% |
| 1Y | -18.5% | -34.0% | +15.5% | -8.5% |
| 3Y | -7.0% | +33.1% | -40.1% | -27.4% |
| 5Y | -61.7% | +30.3% | -92.0% | -70.4% |
| All | +16.5% | +207.2% | -190.7% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling