+51.2%
JD vs GPN
+180.5%
-129.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -16.0% | +3.8% | -19.9% | -17.6% |
| 3M | -3.2% | +39.2% | -42.4% | -15.9% |
| 6M | +6.1% | +17.9% | -11.8% | -2.5% |
| YTD | -0.1% | +16.4% | -16.5% | -8.6% |
| 1Y | -12.7% | +3.6% | -16.4% | -16.6% |
| 3Y | -6.3% | -26.7% | +20.4% | -0.7% |
| 5Y | -61.3% | -44.8% | -16.6% | -55.1% |
| 10Y | +17.6% | +24.1% | -6.5% | -18.1% |
| All | +51.2% | +180.5% | -129.4% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling