-60.2%
JD vs GTLB
-47.1%
-13.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -1.7% | +11.1% | -12.7% | -3.5% |
| 30D | -13.2% | +37.8% | -51.0% | -18.1% |
| 3M | -3.2% | +61.6% | -64.8% | -11.4% |
| 6M | +15.2% | +98.9% | -83.7% | +0.3% |
| YTD | +2.0% | +32.8% | -30.8% | -4.9% |
| 1Y | -5.4% | +14.7% | -20.0% | -10.1% |
| 3Y | -9.1% | +1.3% | -10.5% | -17.4% |
| All | -60.2% | -47.1% | -13.1% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling