+31.0%
JD vs GH
+446.7%
-415.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +1.9% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | +4.6% | -6.9% | +11.5% | +5.6% |
| 3M | -4.7% | -4.9% | +0.2% | -4.6% |
| 6M | -17.4% | +54.1% | -71.4% | -25.8% |
| YTD | +0.7% | +48.5% | -47.8% | -9.8% |
| 1Y | -5.9% | +61.2% | -67.0% | -17.3% |
| 3Y | +18.9% | +570.3% | -551.5% | -31.3% |
| 5Y | -62.9% | +46.1% | -109.1% | -72.2% |
| All | +31.0% | +446.7% | -415.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling