+16.1%
JPM vs GAP
+10.4%
+5.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +3.2% |
| 7D | +3.8% | +8.0% | -4.2% | +2.8% |
| 30D | +6.5% | +2.7% | +3.8% | +6.0% |
| 3M | -1.0% | +16.0% | -17.1% | -3.1% |
| 6M | +15.5% | +2.0% | +13.5% | +14.2% |
| YTD | +11.4% | -4.4% | +15.8% | +11.8% |
| 1Y | +16.1% | +9.2% | +6.9% | +13.2% |
| All | +16.1% | +10.4% | +5.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling