-12.4%
JD vs GLXY
-38.3%
+25.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -2.9% |
| 7D | +7.9% | -0.5% | +8.5% | +7.6% |
| 30D | +4.8% | -28.6% | +33.4% | +6.5% |
| 3M | -13.9% | -28.1% | +14.1% | -12.9% |
| 6M | -5.8% | -52.0% | +46.2% | -2.2% |
| YTD | +2.4% | -35.1% | +37.5% | +0.8% |
| 1Y | -7.5% | -54.0% | +46.5% | -5.4% |
| All | -12.4% | -38.3% | +25.9% | -12.8% |
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