-60.1%
JD vs GFS
-13.3%
-46.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +5.2% | -5.3% | +10.5% | +5.9% |
| 30D | +4.5% | -15.8% | +20.3% | +7.3% |
| 3M | -15.4% | -18.6% | +3.2% | -13.0% |
| 6M | -6.0% | -45.0% | +38.9% | +2.4% |
| YTD | +2.2% | +16.8% | -14.6% | -9.1% |
| 1Y | -6.7% | +17.8% | -24.5% | -17.3% |
| 3Y | +20.5% | -21.5% | +42.1% | +13.8% |
| 5Y | -58.4% | -29.3% | -29.1% | -59.7% |
| All | -60.1% | -13.3% | -46.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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