+4,542.6%
GLW vs JPM
+11,233.5%
-6,690.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | -1.3% | -0.2% | -1.2% | -1.3% |
| 3M | -21.8% | +15.9% | -37.7% | -27.2% |
| 6M | +6.9% | +20.9% | -14.1% | -2.1% |
| YTD | +77.2% | +12.9% | +64.3% | +66.7% |
| 1Y | +123.2% | +20.3% | +102.9% | +103.8% |
| 3Y | +400.0% | +160.9% | +239.1% | +218.8% |
| 5Y | +342.8% | +154.8% | +188.0% | +182.7% |
| 10Y | +771.4% | +591.1% | +180.3% | +258.0% |
| All | +4,542.6% | +11,233.5% | -6,690.9% | +547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling