+18.9%
JD vs GPC
+0.2%
+18.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -4.1% | +0.4% | -4.6% | -4.2% |
| 30D | +4.6% | -6.3% | +10.9% | +5.7% |
| 3M | -4.7% | -8.2% | +3.4% | -3.4% |
| 6M | -17.4% | +27.1% | -44.4% | -21.8% |
| YTD | +0.7% | +3.1% | -2.4% | -1.6% |
| 1Y | -5.9% | +0.1% | -5.9% | -7.4% |
| 3Y | +18.9% | +0.2% | +18.7% | +13.3% |
| All | +18.9% | +0.2% | +18.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling