+152.5%
JPM vs GH
+24.4%
+128.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 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% | +11.5% |
| 6M | +23.5% | +78.5% | -55.0% | +16.7% |
| YTD | +11.6% | +59.4% | -47.7% | +6.4% |
| 1Y | +21.4% | +173.9% | -152.5% | +9.9% |
| 3Y | +163.4% | +382.7% | -219.3% | +121.6% |
| 5Y | +152.5% | +24.4% | +128.1% | +111.1% |
| All | +152.5% | +24.4% | +128.1% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling