+32.3%
JD vs GEN
+147.0%
-114.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.7% |
| 7D | -4.0% | -3.0% | -1.0% | -3.4% |
| 30D | +2.7% | +24.7% | -22.0% | -2.3% |
| 3M | -13.0% | +4.1% | -17.2% | -14.5% |
| 6M | -12.7% | +36.0% | -48.7% | -19.2% |
| YTD | -0.8% | +10.9% | -11.7% | -4.5% |
| 1Y | -8.9% | +12.2% | -21.1% | -12.6% |
| 3Y | +17.0% | +63.3% | -46.3% | +2.5% |
| 5Y | -63.5% | +29.0% | -92.5% | -67.7% |
| All | +32.3% | +147.0% | -114.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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