-6.7%
JD vs GH
+58.5%
-65.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.2% |
| 7D | +5.2% | -11.2% | +16.4% | +5.7% |
| 30D | +4.5% | -7.2% | +11.7% | +4.7% |
| 3M | -15.4% | -7.1% | -8.3% | -15.4% |
| 6M | -6.0% | +62.3% | -68.4% | -11.1% |
| YTD | +2.2% | +52.1% | -49.9% | -4.0% |
| 1Y | -6.7% | +58.6% | -65.3% | -12.5% |
| All | -6.7% | +58.5% | -65.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling