+11,186.3%
JPM vs GAP
+2,258.2%
+8,928.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +0.3% | -4.5% | +4.8% | +1.5% |
| 30D | -0.2% | +9.0% | -9.2% | -2.9% |
| 3M | +15.9% | +5.0% | +10.9% | +13.5% |
| 6M | +20.9% | -17.8% | +38.8% | +25.0% |
| YTD | +12.9% | -10.4% | +23.3% | +13.7% |
| 1Y | +20.3% | -3.4% | +23.7% | +17.8% |
| 3Y | +160.9% | +111.5% | +49.5% | +84.6% |
| 5Y | +154.8% | +8.8% | +146.0% | +101.4% |
| 10Y | +591.1% | +32.9% | +558.2% | +329.1% |
| All | +11,186.3% | +2,258.2% | +8,928.0% | +2,473.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling