+16.5%
JD vs GNRC
+448.8%
-432.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | -4.2% | -0.2% | -4.1% | -4.2% |
| 30D | -14.4% | -15.7% | +1.3% | -10.1% |
| 3M | -3.6% | -27.3% | +23.8% | +4.5% |
| 6M | -0.3% | -12.1% | +11.8% | -0.1% |
| YTD | -2.4% | +37.1% | -39.5% | -16.8% |
| 1Y | -18.5% | -0.5% | -18.1% | -23.5% |
| 3Y | -7.0% | +61.5% | -68.5% | -29.3% |
| 5Y | -61.7% | -58.6% | -3.1% | -55.6% |
| All | +16.5% | +448.8% | -432.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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