+135.3%
JPM vs GD
+99.6%
+35.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +2.7% | +0.8% | +2.3% |
| 30D | +3.3% | +8.6% | -5.4% | -0.6% |
| 3M | -4.2% | -7.1% | +2.9% | -1.2% |
| 6M | +16.4% | +7.5% | +8.9% | +12.3% |
| YTD | +9.5% | +9.9% | -0.4% | +4.0% |
| 1Y | +14.0% | +7.6% | +6.5% | +9.5% |
| 3Y | +153.1% | +56.2% | +96.9% | +100.9% |
| All | +135.3% | +99.6% | +35.7% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling