+162.3%
JPM vs GE
+269.2%
-106.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +1.3% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | -1.4% | -11.3% | +9.8% | +2.4% |
| 3M | +13.9% | -1.4% | +15.3% | +14.2% |
| 6M | +23.5% | +1.2% | +22.3% | +22.0% |
| YTD | +11.6% | +5.9% | +5.7% | +8.2% |
| 1Y | +21.4% | +18.4% | +3.0% | +12.8% |
| All | +162.3% | +269.2% | -106.9% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling