+284.1%
GE vs JD
-4.6%
+288.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | -11.6% | -13.2% | +1.6% | -10.8% |
| 3M | +3.0% | -3.2% | +6.2% | +3.2% |
| 6M | -0.5% | +15.2% | -15.7% | -1.5% |
| YTD | +9.7% | +2.0% | +7.8% | +9.4% |
| 1Y | +20.0% | -5.4% | +25.4% | +20.1% |
| All | +284.1% | -4.6% | +288.6% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling