+34.4%
JD vs SPYG
+393.2%
-358.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.3% |
| 7D | -4.1% | +2.3% | -6.5% | -6.3% |
| 30D | +4.6% | -6.5% | +11.1% | +10.3% |
| 3M | -4.7% | -6.8% | +2.1% | +0.6% |
| 6M | -17.4% | -3.1% | -14.2% | -16.7% |
| YTD | +0.7% | +8.0% | -7.3% | -8.7% |
| 1Y | -5.9% | +10.2% | -16.1% | -16.4% |
| 3Y | +18.9% | +91.0% | -72.1% | -41.6% |
| 5Y | -62.9% | +67.7% | -130.7% | -79.0% |
| All | +34.4% | +393.2% | -358.8% | -81.1% |
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