+52.4%
JD vs GFI
+1,108.2%
-1,055.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.1% | -8.7% | +4.6% | -3.6% |
| 30D | +4.6% | +0.6% | +4.0% | +4.5% |
| 3M | -4.7% | -7.5% | +2.7% | -4.5% |
| 6M | -17.4% | -18.3% | +1.0% | -16.7% |
| YTD | +0.7% | -13.8% | +14.5% | +0.8% |
| 1Y | -5.9% | -8.8% | +3.0% | -6.2% |
| 3Y | +18.9% | +215.8% | -197.0% | +9.8% |
| 5Y | -62.9% | +301.2% | -364.1% | -66.4% |
| 10Y | +32.5% | +1,284.4% | -1,251.9% | +23.5% |
| All | +52.4% | +1,108.2% | -1,055.8% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling