+284.0%
JPM vs GH
+481.7%
-197.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | -0.2% | -1.1% | +0.9% | -0.2% |
| 3M | +15.9% | +21.3% | -5.4% | +13.5% |
| 6M | +20.9% | +73.5% | -52.6% | +14.2% |
| YTD | +12.9% | +58.0% | -45.1% | +7.3% |
| 1Y | +20.3% | +163.1% | -142.8% | +8.7% |
| 3Y | +160.9% | +361.0% | -200.1% | +117.2% |
| 5Y | +154.8% | +22.5% | +132.3% | +128.9% |
| All | +284.0% | +481.7% | -197.7% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling