+32.5%
JD vs GSK
+102.9%
-70.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +5.2% | +5.2% | 0.0% | +3.3% |
| 30D | +4.5% | +10.2% | -5.7% | +0.9% |
| 3M | -15.4% | -0.9% | -14.5% | -15.4% |
| 6M | -6.0% | +3.5% | -9.5% | -7.9% |
| YTD | +2.2% | +7.2% | -5.1% | -1.7% |
| 1Y | -6.7% | +12.0% | -18.7% | -11.7% |
| 3Y | +20.5% | +67.3% | -46.8% | -5.8% |
| 5Y | -58.4% | +45.3% | -103.7% | -65.9% |
| 10Y | +32.5% | +101.8% | -69.3% | -5.6% |
| All | +32.5% | +102.9% | -70.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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