-6.3%
JD vs GH
+355.8%
-362.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.6% |
| 30D | -16.0% | -4.5% | -11.6% | -15.7% |
| 3M | -3.2% | +28.9% | -32.1% | -5.6% |
| 6M | +6.1% | +76.5% | -70.5% | +0.1% |
| YTD | -0.1% | +57.6% | -57.7% | -5.0% |
| 1Y | -12.7% | +167.5% | -180.3% | -21.7% |
| 3Y | -6.3% | +377.4% | -383.7% | -25.3% |
| All | -6.3% | +355.8% | -362.1% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling