+740.7%
GOOGL vs JPM
+595.2%
+145.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.8% | -2.3% | -0.5% | -1.9% |
| 30D | -3.2% | -2.3% | -0.9% | -2.2% |
| 3M | -6.6% | +14.9% | -21.5% | -12.1% |
| 6M | +8.5% | +23.6% | -15.2% | -1.1% |
| YTD | +6.5% | +11.3% | -4.8% | +1.1% |
| 1Y | +39.4% | +19.9% | +19.5% | +27.9% |
| 3Y | +146.2% | +162.6% | -16.4% | +58.1% |
| 5Y | +138.3% | +154.6% | -16.3% | +51.8% |
| All | +740.7% | +595.2% | +145.4% | +286.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling