+1,564.6%
JPM vs BG
+1,181.2%
+383.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -1.4% | +10.3% | -11.7% | -4.9% |
| 3M | +13.9% | -1.9% | +15.8% | +13.9% |
| 6M | +23.5% | +5.2% | +18.3% | +19.8% |
| YTD | +11.6% | +41.2% | -29.5% | -2.8% |
| 1Y | +21.4% | +50.5% | -29.2% | +2.5% |
| 3Y | +163.4% | +19.9% | +143.5% | +136.2% |
| 5Y | +152.5% | +86.7% | +65.8% | +87.3% |
| 10Y | +592.1% | +167.5% | +424.7% | +322.9% |
| All | +1,564.6% | +1,181.2% | +383.5% | +554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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