+591.6%
JPM vs GD
+190.3%
+401.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | +0.2% |
| 7D | +0.3% | -5.3% | +5.5% | +3.9% |
| 30D | -0.2% | -6.4% | +6.3% | +4.2% |
| 3M | +15.9% | +5.7% | +10.2% | +11.2% |
| 6M | +20.9% | -0.9% | +21.9% | +20.6% |
| YTD | +12.9% | +8.2% | +4.7% | +5.5% |
| 1Y | +20.3% | +13.4% | +6.9% | +8.5% |
| 3Y | +160.9% | +68.5% | +92.4% | +72.3% |
| 5Y | +154.8% | +97.2% | +57.7% | +44.8% |
| All | +591.6% | +190.3% | +401.3% | +174.8% |
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