+13.5%
JPM vs GEHC
+31.4%
-17.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.2% |
| 7D | +1.6% | -2.3% | +3.9% | +1.6% |
| 30D | +3.4% | +19.0% | -15.6% | +4.9% |
| 3M | -5.7% | +13.3% | -18.9% | -4.8% |
| 6M | +13.5% | +31.5% | -18.0% | +14.8% |
| All | +13.5% | +31.4% | -17.9% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling