+10,742.2%
JPM vs GE
+2,929.0%
+7,813.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +2.0% |
| 7D | +1.6% | +5.1% | -3.5% | -1.7% |
| 30D | +3.4% | +7.6% | -4.1% | -1.7% |
| 3M | -5.7% | -9.3% | +3.6% | -0.5% |
| 6M | +13.5% | +11.5% | +2.0% | +4.2% |
| YTD | +8.4% | +7.9% | +0.6% | -0.4% |
| 1Y | +9.1% | +7.6% | +1.4% | 0.0% |
| 3Y | +149.5% | +265.9% | -116.4% | -3.0% |
| 5Y | +132.6% | +405.9% | -273.3% | -30.4% |
| 10Y | +480.0% | +149.6% | +330.4% | +134.7% |
| All | +10,742.2% | +2,929.0% | +7,813.2% | +658.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling