+382.5%
GLW vs JPM
+152.1%
+230.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +8.3% |
| 7D | +14.0% | -0.4% | +14.4% | +14.1% |
| 30D | +0.4% | -1.1% | +1.5% | +0.8% |
| 3M | -11.3% | +14.1% | -25.5% | -18.2% |
| 6M | +35.1% | +23.3% | +11.8% | +19.5% |
| YTD | +90.5% | +11.3% | +79.3% | +77.6% |
| 1Y | +132.0% | +23.0% | +109.0% | +104.0% |
| 3Y | +463.3% | +162.6% | +300.8% | +214.7% |
| 5Y | +382.5% | +152.8% | +229.7% | +164.4% |
| All | +382.5% | +152.1% | +230.4% | +164.4% |
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