+86.7%
JPM vs GEV
+748.2%
-661.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.9% |
| 7D | -0.4% | +8.1% | -8.5% | -1.6% |
| 30D | -1.1% | -1.9% | +0.8% | -0.9% |
| 3M | +14.1% | +4.1% | +10.1% | +12.3% |
| 6M | +23.3% | +23.2% | +0.1% | +17.2% |
| YTD | +11.3% | +48.9% | -37.6% | +2.1% |
| 1Y | +23.0% | +62.2% | -39.2% | +10.2% |
| All | +86.7% | +748.2% | -661.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 all: compounded portfolio wealth divided by compounded GEV 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…
all analysis · Full analysis span regression · 6 months rolling