+16.4%
JD vs SPYG
+420.3%
-403.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.9% |
| 7D | -2.6% | -1.8% | -0.8% | -0.9% |
| 30D | -15.4% | -1.9% | -13.4% | -13.9% |
| 3M | -5.0% | +5.2% | -10.2% | -10.1% |
| 6M | +0.9% | +15.6% | -14.6% | -13.0% |
| YTD | -2.5% | +12.4% | -14.9% | -13.9% |
| 1Y | -16.0% | +17.5% | -33.5% | -29.0% |
| 3Y | -8.5% | +98.1% | -106.6% | -56.1% |
| 5Y | -61.8% | +84.9% | -146.7% | -80.2% |
| All | +16.4% | +420.3% | -403.9% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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