+52.4%
JD vs GNRC
+274.4%
-222.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -4.1% | +7.9% | -12.0% | -6.4% |
| 30D | +4.6% | -3.7% | +8.3% | +4.7% |
| 3M | -4.7% | -11.9% | +7.2% | -3.3% |
| 6M | -17.4% | -28.6% | +11.3% | -12.5% |
| YTD | +0.7% | +39.9% | -39.2% | -15.9% |
| 1Y | -5.9% | +23.4% | -29.2% | -18.5% |
| 3Y | +18.9% | +84.2% | -65.4% | -13.8% |
| 5Y | -62.9% | -57.3% | -5.6% | -59.0% |
| 10Y | +32.5% | +376.8% | -344.3% | -37.1% |
| All | +52.4% | +274.4% | -222.0% | -30.4% |
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