+481.0%
JPM vs GD
+174.7%
+306.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.9% |
| 30D | +2.7% | +9.5% | -6.7% | -3.4% |
| 3M | -4.7% | -5.8% | +1.2% | -1.1% |
| 6M | +15.6% | +7.7% | +7.8% | +9.2% |
| YTD | +8.6% | +11.1% | -2.4% | -0.5% |
| 1Y | +10.9% | +6.1% | +4.8% | +4.9% |
| 3Y | +149.9% | +59.8% | +90.1% | +72.7% |
| 5Y | +131.9% | +104.6% | +27.3% | +28.3% |
| 10Y | +481.0% | +170.5% | +310.5% | +153.8% |
| All | +481.0% | +174.7% | +306.3% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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