-18.5%
JD vs GPN
+4.8%
-23.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | -4.6% | +0.3% | -3.6% |
| 30D | -14.4% | -0.3% | -14.1% | -14.4% |
| 3M | -3.6% | +35.4% | -39.0% | -8.4% |
| 6M | -0.3% | +21.7% | -22.0% | -3.8% |
| YTD | -2.4% | +14.9% | -17.2% | -3.9% |
| 1Y | -18.5% | +3.2% | -21.7% | -16.0% |
| All | -18.5% | +4.8% | -23.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling