-57.1%
JD vs GTLB
-61.8%
+4.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.9% |
| 7D | +13.4% | -11.1% | +24.4% | +15.5% |
| 30D | +7.7% | -7.5% | +15.2% | +8.8% |
| 3M | -11.3% | +34.8% | -46.1% | -16.5% |
| 6M | -5.1% | +98.0% | -103.1% | -17.5% |
| YTD | +5.0% | +28.1% | -23.1% | -2.0% |
| 1Y | -5.6% | +5.6% | -11.2% | -9.0% |
| 3Y | +17.8% | +15.9% | +1.8% | +3.2% |
| All | -57.1% | -61.8% | +4.7% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling