+157.4%
GE vs JD
+26.7%
+130.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.7% |
| 7D | +5.4% | +5.2% | +0.2% | +4.6% |
| 30D | +9.6% | +4.5% | +5.1% | +9.0% |
| 3M | -7.7% | -15.4% | +7.7% | -5.7% |
| 6M | +14.0% | -6.0% | +20.1% | +14.5% |
| YTD | +10.2% | +2.2% | +8.0% | +9.3% |
| 1Y | +8.9% | -6.7% | +15.6% | +9.3% |
| 3Y | +273.7% | +20.5% | +253.1% | +248.3% |
| 5Y | +410.2% | -58.4% | +468.6% | +437.7% |
| 10Y | +157.4% | +32.5% | +125.0% | +105.6% |
| All | +157.4% | +26.7% | +130.7% | +105.6% |
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