-61.3%
JD vs GPC
+30.9%
-92.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | -13.2% | +6.0% | -19.1% | -14.4% |
| 3M | -3.2% | +42.6% | -45.8% | -12.3% |
| 6M | +15.2% | +22.8% | -7.5% | +8.5% |
| YTD | +2.0% | +15.5% | -13.5% | -3.3% |
| 1Y | -5.4% | +2.0% | -7.4% | -7.0% |
| 3Y | -9.1% | -1.4% | -7.7% | -12.2% |
| All | -61.3% | +30.9% | -92.2% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling