+17.6%
JD vs GRMN
+633.1%
-615.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -16.0% | -11.3% | -4.7% | -12.0% |
| 3M | -3.2% | +17.7% | -20.9% | -10.4% |
| 6M | +6.1% | +14.2% | -8.1% | -0.9% |
| YTD | -0.1% | +37.0% | -37.1% | -14.2% |
| 1Y | -12.7% | +17.0% | -29.7% | -20.1% |
| 3Y | -6.3% | +183.2% | -189.5% | -48.4% |
| 5Y | -61.3% | +77.3% | -138.6% | -73.6% |
| 10Y | +17.6% | +630.9% | -613.3% | -56.5% |
| All | +17.6% | +633.1% | -615.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling