+17.8%
JD vs GTLB
+12.7%
+5.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.8% |
| 7D | +13.4% | -11.1% | +24.4% | +14.2% |
| 30D | +7.7% | -7.5% | +15.2% | +8.1% |
| 3M | -11.3% | +34.8% | -46.1% | -13.4% |
| 6M | -5.1% | +98.0% | -103.1% | -10.6% |
| YTD | +5.0% | +28.1% | -23.1% | +3.1% |
| 1Y | -5.6% | +5.6% | -11.2% | -5.6% |
| 3Y | +17.8% | +15.9% | +1.8% | +13.9% |
| All | +17.8% | +12.7% | +5.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling