+59.0%
JD vs GRMN
+642.0%
-583.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +13.4% | +4.7% | +8.6% | +11.3% |
| 30D | +7.7% | +3.4% | +4.3% | +6.0% |
| 3M | -11.3% | -5.0% | -6.2% | -9.9% |
| 6M | -5.1% | +18.6% | -23.7% | -12.7% |
| YTD | +5.0% | +42.5% | -37.4% | -10.9% |
| 1Y | -5.6% | +42.3% | -48.0% | -20.0% |
| 3Y | +17.8% | +158.5% | -140.7% | -28.5% |
| 5Y | -57.2% | +123.6% | -180.7% | -72.7% |
| 10Y | +34.8% | +682.5% | -647.7% | -48.9% |
| All | +59.0% | +642.0% | -583.1% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling