+281.4%
JPM vs GH
+467.1%
-185.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | -2.5% | -4.7% | +2.2% | -2.1% |
| 3M | +14.1% | +20.2% | -6.1% | +11.9% |
| 6M | +25.1% | +78.8% | -53.7% | +17.8% |
| YTD | +12.1% | +54.1% | -42.0% | +6.9% |
| 1Y | +18.8% | +177.1% | -158.3% | +6.8% |
| 3Y | +163.4% | +371.6% | -208.2% | +118.8% |
| 5Y | +156.5% | +21.9% | +134.6% | +130.5% |
| All | +281.4% | +467.1% | -185.8% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling