+149.5%
JPM vs GD
+55.3%
+94.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.3% |
| 7D | -1.8% | -3.9% | +2.1% | -0.3% |
| 30D | +1.8% | +8.1% | -6.2% | -1.5% |
| 3M | -5.6% | -6.8% | +1.1% | -3.1% |
| 6M | +10.1% | +3.0% | +7.1% | +8.4% |
| YTD | +6.7% | +7.8% | -1.1% | +2.7% |
| 1Y | +10.3% | +5.8% | +4.5% | +7.1% |
| All | +149.5% | +55.3% | +94.2% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling