+20.3%
JPM vs GE
+22.8%
-2.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | -0.2% | -11.6% | +11.4% | +3.3% |
| 3M | +15.9% | +3.0% | +12.9% | +14.8% |
| 6M | +20.9% | -0.5% | +21.5% | +20.1% |
| YTD | +12.9% | +9.7% | +3.1% | +8.6% |
| 1Y | +20.3% | +20.0% | +0.3% | +13.4% |
| All | +20.3% | +22.8% | -2.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 1y: compounded portfolio wealth divided by compounded GE 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…
1y analysis · Full analysis span regression · 6 months rolling