+19.8%
JD vs GME
+237.5%
-217.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -2.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -16.0% | -1.4% | -14.6% | -16.0% |
| 3M | -3.2% | -15.1% | +12.0% | -2.7% |
| 6M | +6.1% | -22.5% | +28.5% | +6.8% |
| YTD | -0.1% | -5.9% | +5.8% | 0.0% |
| 1Y | -12.7% | -18.6% | +5.9% | -12.3% |
| 3Y | -6.3% | +6.7% | -13.0% | -10.3% |
| 5Y | -61.3% | -62.0% | +0.6% | -62.8% |
| All | +19.8% | +237.5% | -217.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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