+10,568.9%
JPM vs GD
+20,112.4%
-9,543.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.1% |
| 7D | -1.8% | -3.9% | +2.1% | 0.0% |
| 30D | +1.8% | +8.1% | -6.2% | -2.0% |
| 3M | -5.6% | -6.8% | +1.1% | -2.6% |
| 6M | +10.1% | +3.0% | +7.1% | +8.1% |
| YTD | +6.7% | +7.8% | -1.1% | +1.9% |
| 1Y | +10.3% | +5.8% | +4.5% | +6.3% |
| 3Y | +151.4% | +55.3% | +96.1% | +98.8% |
| 5Y | +127.3% | +96.7% | +30.6% | +58.4% |
| 10Y | +546.0% | +195.4% | +350.6% | +274.9% |
| All | +10,568.9% | +20,112.4% | -9,543.4% | +2,476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling