-6.7%
JD vs GEN
+18.5%
-25.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +5.2% | +1.0% | +4.2% | +5.1% |
| 30D | +4.5% | +29.1% | -24.6% | +1.4% |
| 3M | -15.4% | +2.9% | -18.3% | -16.0% |
| 6M | -6.0% | +33.6% | -39.7% | -9.9% |
| YTD | +2.2% | +12.0% | -9.9% | -0.4% |
| 1Y | -6.7% | +16.2% | -22.8% | -9.5% |
| All | -6.7% | +18.5% | -25.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling