-62.4%
JD vs GEN
+33.3%
-95.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.2% |
| 7D | -4.1% | +2.0% | -6.2% | -4.4% |
| 30D | +4.6% | +27.7% | -23.1% | +0.9% |
| 3M | -4.7% | +3.3% | -8.0% | -5.6% |
| 6M | -17.4% | +31.8% | -49.2% | -21.2% |
| YTD | +0.7% | +13.5% | -12.8% | -2.0% |
| 1Y | -5.9% | +16.0% | -21.9% | -8.8% |
| 3Y | +18.9% | +70.6% | -51.7% | +11.7% |
| All | -62.4% | +33.3% | -95.7% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling