-45.9%
JD vs GGLL
+188.6%
-234.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +13.4% | +3.1% | +10.3% | +12.7% |
| 30D | +7.7% | -36.3% | +44.0% | +15.3% |
| 3M | -11.3% | -40.4% | +29.1% | -4.1% |
| 6M | -5.1% | -54.6% | +49.5% | +6.4% |
| YTD | +5.0% | -31.1% | +36.2% | +7.9% |
| 1Y | -5.6% | -19.2% | +13.5% | -6.6% |
| 3Y | +17.8% | +151.5% | -133.8% | -15.6% |
| All | -45.9% | +188.6% | -234.5% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 5y: compounded portfolio wealth divided by compounded GGLL 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…
5y analysis · Full analysis span regression · 6 months rolling