+54.3%
JD vs GNRC
+267.7%
-213.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | -1.7% | +1.9% | -3.6% | -2.2% |
| 30D | -13.2% | -13.8% | +0.7% | -9.6% |
| 3M | -3.2% | -32.6% | +29.5% | +6.9% |
| 6M | +15.2% | -15.2% | +30.4% | +16.7% |
| YTD | +2.0% | +37.4% | -35.4% | -12.6% |
| 1Y | -5.4% | +5.1% | -10.5% | -12.5% |
| 3Y | -9.1% | +57.5% | -66.6% | -29.5% |
| 5Y | -59.6% | -58.7% | -0.9% | -54.1% |
| 10Y | +26.2% | +395.5% | -369.3% | -39.5% |
| All | +54.3% | +267.7% | -213.4% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling