+17.1%
JD vs GWRE
+76.3%
-59.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -4.0% | -4.4% | +0.4% | -3.7% |
| 30D | +2.7% | -3.5% | +6.1% | +2.8% |
| 3M | -13.0% | -7.6% | -5.5% | -13.2% |
| 6M | -12.7% | +21.8% | -34.5% | -15.6% |
| YTD | -0.8% | -20.4% | +19.6% | +0.7% |
| 1Y | -8.9% | -27.6% | +18.7% | -6.2% |
| All | +17.1% | +76.3% | -59.2% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling