+15.5%
GEHC vs JD
-47.6%
+63.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -4.0% | -1.7% | -2.3% | -3.7% |
| 30D | -2.0% | -13.2% | +11.2% | +0.2% |
| 3M | +8.0% | -3.2% | +11.2% | +8.4% |
| 6M | -12.8% | +15.2% | -28.0% | -15.1% |
| YTD | -15.9% | +2.0% | -17.9% | -16.5% |
| 1Y | -6.9% | -5.4% | -1.5% | -6.6% |
| 3Y | 0.0% | -9.1% | +9.1% | -2.0% |
| All | +15.5% | -47.6% | +63.1% | +23.0% |
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 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