-60.7%
JD vs GTLB
-49.4%
-11.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.4% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +4.6% | -10.2% | +14.8% | +6.3% |
| 3M | -4.7% | +10.1% | -14.8% | -6.8% |
| 6M | -17.4% | +116.5% | -133.8% | -28.8% |
| YTD | +0.7% | +27.2% | -26.5% | -5.8% |
| 1Y | -5.9% | +8.6% | -14.4% | -9.6% |
| 3Y | +18.9% | +5.6% | +13.3% | +6.8% |
| 5Y | -62.9% | -61.8% | -1.1% | -72.5% |
| All | -60.7% | -49.4% | -11.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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