+34.4%
JD vs GME
+475.1%
-440.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | -4.1% | +2.9% | -7.0% | -4.2% |
| 30D | +4.6% | -4.8% | +9.4% | +4.8% |
| 3M | -4.7% | +39.2% | -43.9% | -5.8% |
| 6M | -17.4% | +17.1% | -34.4% | -17.9% |
| YTD | +0.7% | +28.7% | -28.0% | -0.3% |
| 1Y | -5.9% | +23.3% | -29.2% | -6.7% |
| 3Y | +18.9% | +112.9% | -94.1% | +11.5% |
| 5Y | -62.9% | -48.8% | -14.1% | -64.7% |
| All | +34.4% | +475.1% | -440.7% | -2.9% |
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