-7.3%
JD vs GFS
+26.3%
-33.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -4.0% | +17.2% | -21.2% | -3.6% |
| 30D | +2.7% | -8.7% | +11.4% | +2.6% |
| 3M | -13.0% | -19.7% | +6.6% | -13.1% |
| 6M | -12.7% | -40.7% | +28.0% | -12.6% |
| YTD | -0.8% | +22.5% | -23.3% | -8.6% |
| All | -7.3% | +26.3% | -33.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling