+436.6%
GE vs JD
-60.2%
+496.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -11.6% | -13.2% | +1.6% | -10.4% |
| 3M | +3.0% | -3.2% | +6.2% | +3.2% |
| 6M | -0.5% | +15.2% | -15.7% | -2.1% |
| YTD | +9.7% | +2.0% | +7.8% | +9.2% |
| 1Y | +20.0% | -5.4% | +25.4% | +20.1% |
| 3Y | +275.8% | -9.1% | +284.9% | +269.4% |
| All | +436.6% | -60.2% | +496.8% | +463.8% |
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