+16.5%
JD vs GFI
+1,066.8%
-1,050.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -4.2% | -4.9% | +0.6% | -3.8% |
| 30D | -14.4% | +10.7% | -25.1% | -15.2% |
| 3M | -3.6% | +25.6% | -29.2% | -5.8% |
| 6M | -0.3% | -8.3% | +8.0% | -0.2% |
| YTD | -2.4% | +6.3% | -8.7% | -3.9% |
| 1Y | -18.5% | +22.1% | -40.6% | -21.1% |
| 3Y | -7.0% | +289.2% | -296.2% | -20.0% |
| 5Y | -61.7% | +531.7% | -593.4% | -68.3% |
| All | +16.5% | +1,066.8% | -1,050.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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