+5.0%
JD vs GDDY
+381.9%
-376.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.8% |
| 7D | -2.6% | -7.0% | +4.4% | -0.6% |
| 30D | -15.4% | +6.2% | -21.6% | -17.4% |
| 3M | -5.0% | +20.0% | -25.1% | -12.3% |
| 6M | +0.9% | +6.8% | -5.9% | -4.2% |
| YTD | -2.5% | -22.3% | +19.8% | +2.0% |
| 1Y | -16.0% | -33.5% | +17.5% | -7.5% |
| 3Y | -8.5% | +29.2% | -37.8% | -24.4% |
| 5Y | -61.8% | +28.1% | -89.8% | -68.7% |
| 10Y | +16.9% | +200.2% | -183.3% | -22.7% |
| All | +5.0% | +381.9% | -376.9% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling