-4.2%
JD vs GFS
-17.0%
+12.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.7% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | -13.2% | -8.6% | -4.6% | -12.4% |
| 3M | -3.2% | -46.5% | +43.4% | +4.4% |
| 6M | +15.2% | -4.8% | +20.1% | +10.9% |
| YTD | +2.0% | +29.7% | -27.7% | -8.7% |
| 1Y | -5.4% | +35.8% | -41.2% | -16.4% |
| All | -4.2% | -17.0% | +12.8% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling