+163.7%
JPM vs FGI
-68.3%
+232.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | +0.3% |
| 7D | -2.5% | +6.9% | -9.3% | -2.5% |
| 30D | +2.7% | +3.9% | -1.2% | +2.7% |
| 3M | -4.7% | +74.3% | -79.0% | -5.8% |
| 6M | +15.6% | +28.9% | -13.4% | +14.5% |
| YTD | +8.6% | +39.1% | -30.5% | +6.8% |
| 1Y | +10.9% | +49.3% | -38.4% | +8.7% |
| 3Y | +149.9% | +5.7% | +144.2% | +143.6% |
| All | +163.7% | -68.3% | +232.0% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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