+32.6%
JD vs GH
+481.7%
-449.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | -1.1% | -12.1% | -13.1% |
| 3M | -3.2% | +21.3% | -24.5% | -7.6% |
| 6M | +15.2% | +73.5% | -58.3% | +1.3% |
| YTD | +2.0% | +58.0% | -56.1% | -9.1% |
| 1Y | -5.4% | +163.1% | -168.4% | -25.4% |
| 3Y | -9.1% | +361.0% | -370.1% | -42.0% |
| 5Y | -59.6% | +22.5% | -82.1% | -68.5% |
| All | +32.6% | +481.7% | -449.0% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling