-61.5%
JD vs GWRE
+15.1%
-76.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -4.2% | -13.2% | +9.0% | -1.3% |
| 30D | -14.4% | -18.6% | +4.2% | -11.6% |
| 3M | -3.6% | +18.9% | -22.5% | -10.0% |
| 6M | -0.3% | -11.0% | +10.6% | -1.4% |
| YTD | -2.4% | -29.9% | +27.5% | +3.4% |
| 1Y | -18.5% | -44.3% | +25.8% | -7.1% |
| 3Y | -7.0% | +51.7% | -58.7% | -34.9% |
| All | -61.5% | +15.1% | -76.5% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling