+140.1%
GOOGL vs JPM
+154.7%
-14.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -1.4% | -2.5% | +1.0% | -0.4% |
| 3M | -5.3% | +14.1% | -19.5% | -10.7% |
| 6M | +9.8% | +25.1% | -15.3% | -0.5% |
| YTD | +8.4% | +12.1% | -3.8% | +2.5% |
| 1Y | +41.2% | +18.8% | +22.4% | +29.8% |
| 3Y | +149.6% | +163.4% | -13.8% | +55.1% |
| All | +140.1% | +154.7% | -14.6% | +36.6% |
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 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