+17.8%
JD vs GRMN
+160.2%
-142.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +13.4% | +4.7% | +8.6% | +12.3% |
| 30D | +7.7% | +3.4% | +4.3% | +6.9% |
| 3M | -11.3% | -5.0% | -6.2% | -10.6% |
| 6M | -5.1% | +18.6% | -23.7% | -8.9% |
| YTD | +5.0% | +42.5% | -37.4% | -3.1% |
| 1Y | -5.6% | +42.3% | -48.0% | -13.0% |
| 3Y | +17.8% | +158.5% | -140.7% | -15.7% |
| All | +17.8% | +160.2% | -142.5% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling