+585.7%
JPM vs GAP
+27.6%
+558.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -2.3% | -6.3% | +4.0% | -1.0% |
| 30D | -2.3% | -0.2% | -2.1% | -2.6% |
| 3M | +14.9% | 0.0% | +14.9% | +14.2% |
| 6M | +23.6% | -8.1% | +31.7% | +24.3% |
| YTD | +11.3% | -16.5% | +27.8% | +13.7% |
| 1Y | +19.9% | -10.5% | +30.3% | +19.9% |
| 3Y | +162.6% | +104.0% | +58.6% | +99.1% |
| 5Y | +154.6% | +6.8% | +147.9% | +113.3% |
| All | +585.7% | +27.6% | +558.1% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling