-17.4%
JD vs GTLB
-3.3%
-14.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -2.5% |
| 7D | -3.0% | -6.6% | +3.6% | -3.0% |
| 30D | -19.3% | +13.7% | -33.1% | -19.2% |
| 3M | -6.0% | +52.9% | -58.9% | -5.7% |
| 6M | +1.8% | +88.5% | -86.7% | +2.3% |
| YTD | -2.6% | +23.4% | -26.0% | +0.3% |
| 1Y | -17.4% | -3.8% | -13.6% | -13.6% |
| All | -17.4% | -3.3% | -14.2% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling