-5.1%
JD vs GH
+68.0%
-73.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | +13.4% | -15.6% | +29.0% | +13.2% |
| 30D | +7.7% | -10.4% | +18.1% | +7.4% |
| 3M | -11.3% | -4.3% | -7.0% | -11.6% |
| 6M | -5.1% | +63.5% | -68.7% | -7.6% |
| All | -5.1% | +68.0% | -73.1% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling