+196.8%
JPM vs GEHC
+2.6%
+194.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -2.3% | -7.9% | +5.5% | -0.7% |
| 30D | -2.3% | -11.7% | +9.4% | +0.1% |
| 3M | +14.9% | +0.8% | +14.1% | +13.9% |
| 6M | +23.6% | -11.6% | +35.2% | +26.0% |
| YTD | +11.3% | -21.6% | +32.8% | +16.5% |
| 1Y | +19.9% | -15.3% | +35.2% | +23.0% |
| 3Y | +162.6% | -0.5% | +163.1% | +156.2% |
| All | +196.8% | +2.6% | +194.2% | +188.4% |
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