+28.9%
JD vs GPC
+93.7%
-64.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.2% |
| 7D | +7.9% | +0.8% | +7.1% | +7.6% |
| 30D | +4.8% | -1.1% | +5.8% | +4.9% |
| 3M | -13.9% | -6.6% | -7.3% | -12.5% |
| 6M | -5.8% | +22.2% | -28.0% | -12.2% |
| YTD | +2.4% | +5.1% | -2.6% | -1.1% |
| 1Y | -7.5% | +2.8% | -10.3% | -10.2% |
| 3Y | +20.9% | +2.4% | +18.5% | +14.7% |
| 5Y | -58.0% | +7.8% | -65.8% | -61.6% |
| 10Y | +28.9% | +87.2% | -58.3% | +4.9% |
| All | +28.9% | +93.7% | -64.8% | +4.9% |
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