+162.3%
JPM vs GH
+378.9%
-216.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -1.4% | -2.6% | +1.2% | -1.3% |
| 3M | +13.9% | +25.1% | -11.2% | +11.6% |
| 6M | +23.5% | +78.5% | -55.0% | +17.1% |
| YTD | +11.6% | +59.4% | -47.7% | +6.7% |
| 1Y | +21.4% | +173.9% | -152.5% | +11.0% |
| All | +162.3% | +378.9% | -216.6% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling