+134.7%
GLW vs JPM
+23.5%
+111.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +16.9% | -0.4% | +17.3% | +17.0% |
| 30D | +7.0% | -1.4% | +8.4% | +7.6% |
| 3M | -3.0% | +13.9% | -16.9% | -9.7% |
| 6M | +31.0% | +23.5% | +7.5% | +16.2% |
| YTD | +93.4% | +11.6% | +81.8% | +77.3% |
| 1Y | +134.7% | +21.4% | +113.4% | +105.9% |
| All | +134.7% | +23.5% | +111.2% | +105.9% |
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