+189.2%
JPM vs GEHC
+30.8%
+158.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +1.6% | -2.3% | +3.9% | +2.1% |
| 30D | +3.4% | +19.0% | -15.6% | -0.1% |
| 3M | -5.7% | +13.3% | -18.9% | -8.0% |
| 6M | +13.5% | +31.5% | -18.0% | +6.5% |
| YTD | +8.4% | 0.0% | +8.5% | +8.2% |
| 1Y | +9.1% | +9.4% | -0.3% | +6.4% |
| 3Y | +149.5% | +18.3% | +131.2% | +134.7% |
| All | +189.2% | +30.8% | +158.4% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling