+411.8%
GE vs JD
-63.0%
+474.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.7% | -4.1% | +6.8% | +3.1% |
| 30D | +8.1% | +4.6% | +3.5% | +7.6% |
| 3M | -7.9% | -4.7% | -3.1% | -7.5% |
| 6M | +12.9% | -17.4% | +30.3% | +14.9% |
| YTD | +8.2% | +0.7% | +7.5% | +7.7% |
| 1Y | +9.7% | -5.9% | +15.6% | +9.9% |
| 3Y | +266.1% | +18.9% | +247.2% | +247.9% |
| All | +411.8% | -63.0% | +474.8% | +441.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling