-61.3%
JD vs GH
+22.3%
-83.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -16.0% | -4.5% | -11.6% | -15.4% |
| 3M | -3.2% | +28.9% | -32.1% | -8.7% |
| 6M | +6.1% | +76.5% | -70.5% | -7.2% |
| YTD | -0.1% | +57.6% | -57.7% | -11.0% |
| 1Y | -12.7% | +167.5% | -180.3% | -31.9% |
| 3Y | -6.3% | +377.4% | -383.7% | -41.9% |
| 5Y | -61.3% | +23.8% | -85.2% | -69.9% |
| All | -61.3% | +22.3% | -83.6% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling