+334.3%
SPGI vs JD
+31.7%
+302.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.1% |
| 7D | -0.9% | +7.9% | -8.8% | -1.9% |
| 30D | +15.5% | +4.8% | +10.8% | +14.7% |
| 3M | +15.7% | -13.9% | +29.6% | +17.9% |
| 6M | +19.1% | -5.8% | +24.9% | +19.6% |
| YTD | -4.1% | +2.4% | -6.5% | -5.0% |
| 1Y | +1.2% | -7.5% | +8.7% | +1.6% |
| 3Y | +31.6% | +20.9% | +10.7% | +21.9% |
| 5Y | +12.4% | -58.0% | +70.5% | +18.2% |
| 10Y | +334.3% | +28.9% | +305.4% | +245.9% |
| All | +334.3% | +31.7% | +302.6% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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