+459.5%
JPM vs CG
+274.5%
+184.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.5% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +3.4% | +5.7% | -2.3% | +0.9% |
| 3M | -5.7% | -17.9% | +12.2% | +1.2% |
| 6M | +13.5% | -20.2% | +33.7% | +22.6% |
| YTD | +8.4% | -32.0% | +40.4% | +23.7% |
| 1Y | +9.1% | -27.0% | +36.1% | +20.8% |
| 3Y | +149.5% | +42.8% | +106.7% | +100.1% |
| 5Y | +132.6% | -23.4% | +156.0% | +132.7% |
| All | +459.5% | +274.5% | +184.9% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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