+162.4%
GE vs JD
+31.7%
+130.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.1% |
| 7D | +6.3% | +7.9% | -1.7% | +5.1% |
| 30D | +8.9% | +4.8% | +4.1% | +8.2% |
| 3M | -9.2% | -13.9% | +4.7% | -7.5% |
| 6M | +13.2% | -5.8% | +19.0% | +13.7% |
| YTD | +9.4% | +2.4% | +7.0% | +8.5% |
| 1Y | +9.8% | -7.5% | +17.3% | +10.3% |
| 3Y | +278.2% | +20.9% | +257.3% | +252.5% |
| 5Y | +396.0% | -58.0% | +454.1% | +421.8% |
| 10Y | +162.4% | +28.9% | +133.5% | +112.9% |
| All | +162.4% | +31.7% | +130.7% | +112.9% |
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