+161.4%
JPM vs GEHC
+2.8%
+158.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.8% |
| 7D | -0.4% | -5.2% | +4.8% | +0.7% |
| 30D | -1.1% | -7.0% | +5.8% | +0.4% |
| 3M | +14.1% | +3.3% | +10.8% | +12.6% |
| 6M | +23.3% | -10.0% | +33.3% | +25.5% |
| YTD | +11.3% | -18.5% | +29.7% | +16.1% |
| 1Y | +23.0% | -14.4% | +37.4% | +26.4% |
| All | +161.4% | +2.8% | +158.6% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling