+16.5%
JD vs GWRE
+131.0%
-114.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -4.2% | -13.2% | +9.0% | -0.1% |
| 30D | -14.4% | -18.6% | +4.2% | -10.4% |
| 3M | -3.6% | +18.9% | -22.5% | -11.9% |
| 6M | -0.3% | -11.0% | +10.6% | -2.1% |
| YTD | -2.4% | -29.9% | +27.5% | +3.7% |
| 1Y | -18.5% | -44.3% | +25.8% | -5.6% |
| 3Y | -7.0% | +51.7% | -58.7% | -35.3% |
| 5Y | -61.7% | +15.4% | -77.1% | -70.6% |
| All | +16.5% | +131.0% | -114.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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