+219.7%
GE vs JD
+48.3%
+171.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -11.6% | -13.2% | +1.6% | -10.0% |
| 3M | +3.0% | -3.2% | +6.2% | +3.3% |
| 6M | -0.5% | +15.2% | -15.7% | -2.7% |
| YTD | +9.7% | +2.0% | +7.8% | +9.0% |
| 1Y | +20.0% | -5.4% | +25.4% | +20.1% |
| 3Y | +275.8% | -9.1% | +284.9% | +266.1% |
| 5Y | +429.1% | -59.6% | +488.7% | +455.6% |
| 10Y | +151.2% | +26.2% | +124.9% | +102.7% |
| All | +219.7% | +48.3% | +171.4% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling