-61.8%
JD vs GFI
+515.1%
-576.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.5% |
| 7D | -2.6% | -5.1% | +2.6% | -1.8% |
| 30D | -15.4% | +13.4% | -28.8% | -17.1% |
| 3M | -5.0% | +36.2% | -41.3% | -10.1% |
| 6M | +0.9% | -9.8% | +10.7% | +1.4% |
| YTD | -2.5% | +7.7% | -10.2% | -5.5% |
| 1Y | -16.0% | +27.2% | -43.2% | -21.7% |
| 3Y | -8.5% | +300.3% | -308.8% | -34.1% |
| 5Y | -61.8% | +539.8% | -601.5% | -77.6% |
| All | -61.8% | +515.1% | -576.9% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling