+585.7%
JPM vs GEN
+157.3%
+428.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.3% | -4.3% | +2.0% | -1.5% |
| 30D | -2.3% | +3.8% | -6.1% | -3.1% |
| 3M | +14.9% | +22.3% | -7.4% | +10.3% |
| 6M | +23.6% | +39.0% | -15.3% | +15.1% |
| YTD | +11.3% | +11.9% | -0.6% | +8.0% |
| 1Y | +19.9% | +4.5% | +15.4% | +17.9% |
| 3Y | +162.6% | +59.0% | +103.6% | +135.8% |
| 5Y | +154.6% | +22.0% | +132.6% | +135.8% |
| All | +585.7% | +157.3% | +428.3% | +422.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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