+459.5%
JPM vs GE
+149.4%
+310.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.2% |
| 7D | +1.6% | +5.1% | -3.5% | -0.5% |
| 30D | +3.4% | +7.6% | -4.1% | +0.3% |
| 3M | -5.7% | -9.3% | +3.6% | -2.3% |
| 6M | +13.5% | +11.5% | +2.0% | +7.8% |
| YTD | +8.4% | +7.9% | +0.6% | +3.3% |
| 1Y | +9.1% | +7.6% | +1.4% | +3.8% |
| 3Y | +149.5% | +265.9% | -116.4% | +39.2% |
| 5Y | +132.6% | +405.9% | -273.3% | +10.4% |
| All | +459.5% | +149.4% | +310.1% | +166.5% |
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