-47.5%
JD vs GGLL
+328.7%
-376.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | -1.7% | -4.8% | +3.1% | -0.8% |
| 30D | -13.2% | -13.7% | +0.5% | -10.9% |
| 3M | -3.2% | -21.9% | +18.7% | +0.1% |
| 6M | +15.2% | +11.7% | +3.6% | +10.3% |
| YTD | +2.0% | +2.3% | -0.3% | -1.1% |
| 1Y | -5.4% | +76.2% | -81.6% | -18.3% |
| 3Y | -9.1% | +245.0% | -254.1% | -37.4% |
| All | -47.5% | +328.7% | -376.1% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling