+126.0%
GOOGL vs JPM
+153.2%
-27.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +3.9% | +3.5% | +0.4% | +2.7% |
| 30D | -14.9% | +3.3% | -18.2% | -15.9% |
| 3M | -14.6% | -4.2% | -10.4% | -13.5% |
| 6M | -26.4% | +16.4% | -42.8% | -30.4% |
| YTD | -5.3% | +9.5% | -14.8% | -9.0% |
| 1Y | +6.5% | +14.0% | -7.6% | +0.7% |
| 3Y | +126.0% | +153.1% | -27.0% | +89.3% |
| All | +126.0% | +153.2% | -27.2% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling