-14.0%
JD vs GLXY
-32.0%
+18.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.2% | -14.8% | -2.4% |
| 7D | +0.4% | +14.3% | -13.9% | -0.4% |
| 30D | +4.2% | -19.6% | +23.9% | +5.2% |
| 3M | -12.8% | -20.7% | +7.9% | -12.2% |
| 6M | -8.8% | -49.6% | +40.8% | -5.4% |
| YTD | +0.5% | -28.6% | +29.1% | -1.7% |
| 1Y | -8.8% | -48.0% | +39.3% | -7.5% |
| All | -14.0% | -32.0% | +18.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling