+212.6%
GLW vs JPM
+124.0%
+88.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +3.1% |
| 7D | -13.9% | -0.8% | -13.2% | -13.5% |
| 30D | -35.0% | +1.5% | -36.5% | -35.6% |
| 3M | -32.4% | -5.7% | -26.7% | -30.1% |
| 6M | -41.3% | +7.2% | -48.6% | -44.0% |
| YTD | +21.8% | +5.8% | +16.0% | +16.9% |
| 1Y | +21.8% | +8.8% | +13.1% | +14.9% |
| 3Y | +307.7% | +147.4% | +160.3% | +134.3% |
| All | +212.6% | +124.0% | +88.6% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling