+40.0%
GLW vs JPM
+10.5%
+29.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.8% |
| 7D | +7.7% | +3.5% | +4.2% | +6.1% |
| 30D | -18.8% | +3.3% | -22.1% | -19.7% |
| 3M | -27.7% | -4.2% | -23.6% | -26.2% |
| 6M | -44.4% | +16.4% | -60.8% | -48.2% |
| YTD | +31.3% | +9.5% | +21.8% | +21.7% |
| 1Y | +40.0% | +14.0% | +26.0% | +28.5% |
| All | +40.0% | +10.5% | +29.5% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling