+192.0%
JPM vs GEHC
+32.6%
+159.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.7% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +3.3% | +21.3% | -18.1% | -0.6% |
| 3M | -4.2% | +12.6% | -16.8% | -6.5% |
| 6M | +16.4% | +34.3% | -17.9% | +8.8% |
| YTD | +9.5% | +1.4% | +8.1% | +8.9% |
| 1Y | +14.0% | +12.5% | +1.6% | +10.6% |
| 3Y | +153.1% | +19.2% | +133.9% | +137.7% |
| All | +192.0% | +32.6% | +159.4% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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