+166.4%
JPM vs GEN
+62.2%
+104.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.5% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | -0.2% | +10.1% | -10.3% | -2.0% |
| 3M | +15.9% | +16.1% | -0.2% | +12.5% |
| 6M | +20.9% | +38.9% | -17.9% | +12.7% |
| YTD | +12.9% | +14.4% | -1.6% | +10.3% |
| 1Y | +20.3% | +5.9% | +14.4% | +19.8% |
| All | +166.4% | +62.2% | +104.2% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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