+526.0%
GLW vs JPM
+481.5%
+44.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.9% |
| 7D | +7.7% | +3.5% | +4.2% | +5.5% |
| 30D | -18.8% | +3.3% | -22.1% | -20.5% |
| 3M | -27.7% | -4.2% | -23.6% | -25.8% |
| 6M | -44.4% | +16.4% | -60.8% | -49.9% |
| YTD | +31.3% | +9.5% | +21.8% | +22.6% |
| 1Y | +40.0% | +14.0% | +26.0% | +27.1% |
| 3Y | +339.2% | +153.1% | +186.2% | +131.7% |
| 5Y | +229.2% | +134.9% | +94.3% | +78.8% |
| All | +526.0% | +481.5% | +44.5% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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