-60.6%
JD vs GFS
-11.4%
-49.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.0% |
| 7D | -4.1% | +7.4% | -11.5% | -5.5% |
| 30D | +4.6% | -15.3% | +19.9% | +7.3% |
| 3M | -4.7% | -21.1% | +16.4% | -1.4% |
| 6M | -17.4% | -44.5% | +27.1% | -10.0% |
| YTD | +0.7% | +19.2% | -18.5% | -10.8% |
| 1Y | -5.9% | +27.2% | -33.1% | -18.2% |
| 3Y | +18.9% | -20.1% | +39.0% | +11.8% |
| 5Y | -62.9% | -25.6% | -37.3% | -64.1% |
| All | -60.6% | -11.4% | -49.2% | -60.9% |
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