+30.5%
JD vs GPC
+85.6%
-55.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.0% |
| 7D | +13.4% | +1.6% | +11.8% | +12.8% |
| 30D | +7.7% | -2.1% | +9.8% | +8.2% |
| 3M | -11.3% | -6.8% | -4.5% | -9.8% |
| 6M | -5.1% | +18.6% | -23.7% | -10.7% |
| YTD | +5.0% | +2.7% | +2.4% | +2.2% |
| 1Y | -5.6% | +1.8% | -7.4% | -8.1% |
| 3Y | +17.8% | +1.1% | +16.7% | +12.1% |
| 5Y | -57.2% | +4.1% | -61.2% | -60.4% |
| All | +30.5% | +85.6% | -55.1% | +14.5% |
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