+10,848.8%
JPM vs GAP
+2,131.7%
+8,717.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +3.5% | -1.9% | +5.4% | +4.0% |
| 30D | +3.3% | -7.1% | +10.3% | +5.2% |
| 3M | -4.2% | +4.1% | -8.3% | -5.9% |
| 6M | +16.4% | +1.9% | +14.5% | +13.8% |
| YTD | +9.5% | -15.2% | +24.7% | +11.5% |
| 1Y | +14.0% | -10.6% | +24.6% | +14.0% |
| 3Y | +153.1% | +74.6% | +78.5% | +89.7% |
| 5Y | +134.9% | +3.7% | +131.2% | +88.1% |
| 10Y | +485.7% | +2.4% | +483.3% | +293.9% |
| All | +10,848.8% | +2,131.7% | +8,717.1% | +2,423.7% |
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