+18.9%
JD vs GPN
-12.5%
+31.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.8% |
| 7D | -4.1% | -5.6% | +1.5% | -3.3% |
| 30D | +4.6% | +13.6% | -9.0% | +1.8% |
| 3M | -4.7% | -2.8% | -1.9% | -4.7% |
| 6M | -17.4% | +38.1% | -55.4% | -23.2% |
| YTD | +0.7% | +19.9% | -19.2% | -4.1% |
| 1Y | -5.9% | +23.4% | -29.3% | -11.0% |
| 3Y | +18.9% | -12.6% | +31.5% | +7.0% |
| All | +18.9% | -12.5% | +31.3% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling