+3,273.8%
GLW vs JPM
+10,763.8%
-7,490.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.1% | +1.2% | -12.3% | -11.5% |
| 30D | -28.4% | +2.7% | -31.2% | -29.3% |
| 3M | -28.8% | -4.5% | -24.3% | -27.3% |
| 6M | -39.8% | +14.3% | -54.1% | -43.6% |
| YTD | +28.7% | +8.2% | +20.5% | +23.6% |
| 1Y | +27.7% | +10.0% | +17.7% | +21.6% |
| 3Y | +331.3% | +149.0% | +182.4% | +181.3% |
| 5Y | +233.4% | +131.0% | +102.4% | +122.9% |
| 10Y | +521.8% | +479.1% | +42.7% | +176.2% |
| All | +3,273.8% | +10,763.8% | -7,490.0% | +380.1% |
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