+585.7%
JPM vs GE
+151.9%
+433.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.3% | -2.8% | +0.5% | -1.3% |
| 30D | -2.3% | -11.9% | +9.6% | +2.6% |
| 3M | +14.9% | +1.8% | +13.1% | +13.7% |
| 6M | +23.6% | -0.6% | +24.2% | +22.6% |
| YTD | +11.3% | +5.5% | +5.8% | +7.2% |
| 1Y | +19.9% | +15.0% | +4.9% | +11.1% |
| 3Y | +162.6% | +269.5% | -106.9% | +45.6% |
| 5Y | +154.6% | +422.4% | -267.8% | +19.1% |
| All | +585.7% | +151.9% | +433.8% | +243.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling