+34.4%
JD vs GPC
+74.9%
-40.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.1% | +0.4% | -4.6% | -4.3% |
| 30D | +4.6% | -6.3% | +10.9% | +6.4% |
| 3M | -4.7% | -8.2% | +3.4% | -2.7% |
| 6M | -17.4% | +27.1% | -44.4% | -23.8% |
| YTD | +0.7% | +3.1% | -2.4% | -2.2% |
| 1Y | -5.9% | +0.1% | -5.9% | -7.8% |
| 3Y | +18.9% | +0.2% | +18.7% | +13.4% |
| 5Y | -62.9% | +4.9% | -67.8% | -65.9% |
| All | +34.4% | +74.9% | -40.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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