+54.3%
JD vs GFI
+1,466.0%
-1,411.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | -1.7% | +3.1% | -4.8% | -1.9% |
| 30D | -13.2% | +27.1% | -40.3% | -14.4% |
| 3M | -3.2% | +21.2% | -24.4% | -4.5% |
| 6M | +15.2% | -4.5% | +19.7% | +15.0% |
| YTD | +2.0% | +11.7% | -9.8% | +0.7% |
| 1Y | -5.4% | +46.0% | -51.4% | -8.2% |
| 3Y | -9.1% | +309.6% | -318.7% | -17.3% |
| 5Y | -59.6% | +506.0% | -565.6% | -63.9% |
| 10Y | +26.2% | +1,009.2% | -983.0% | +14.6% |
| All | +54.3% | +1,466.0% | -1,411.6% | +49.8% |
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 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