-46.8%
JD vs GGLL
+184.7%
-231.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +4.0% |
| 7D | +11.7% | -1.3% | +13.0% | +11.9% |
| 30D | +8.1% | -36.3% | +44.3% | +15.7% |
| 3M | -12.0% | -42.7% | +30.7% | -4.3% |
| 6M | -3.5% | -53.1% | +49.6% | +7.6% |
| YTD | +3.3% | -32.1% | +35.4% | +6.4% |
| 1Y | -7.4% | -20.1% | +12.6% | -8.2% |
| 3Y | +16.6% | +151.7% | -135.1% | -16.6% |
| All | -46.8% | +184.7% | -231.4% | -65.2% |
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