-61.5%
JD vs GPN
-44.7%
-16.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | -4.6% | +0.3% | -2.9% |
| 30D | -14.4% | -0.3% | -14.1% | -14.6% |
| 3M | -3.6% | +35.4% | -39.0% | -13.1% |
| 6M | -0.3% | +21.7% | -22.0% | -7.7% |
| YTD | -2.4% | +14.9% | -17.2% | -8.5% |
| 1Y | -18.5% | +3.2% | -21.7% | -20.9% |
| 3Y | -7.0% | -27.1% | +20.1% | -0.4% |
| All | -61.5% | -44.7% | -16.8% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling