+151.7%
JPM vs GEN
+20.2%
+131.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -1.1% | +2.6% | -3.8% | -1.7% |
| 3M | +14.1% | +15.8% | -1.6% | +10.5% |
| 6M | +23.3% | +33.1% | -9.8% | +15.3% |
| YTD | +11.3% | +11.3% | 0.0% | +8.3% |
| 1Y | +23.0% | +1.7% | +21.3% | +22.2% |
| 3Y | +162.6% | +58.1% | +104.4% | +134.7% |
| All | +151.7% | +20.2% | +131.5% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling