+10,742.2%
JPM vs GEN
+8,558.9%
+2,183.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +2.2% |
| 30D | +3.4% | +24.7% | -21.3% | -1.0% |
| 3M | -5.7% | +4.1% | -9.8% | -7.0% |
| 6M | +13.5% | +36.0% | -22.5% | +6.0% |
| YTD | +8.4% | +10.9% | -2.4% | +4.6% |
| 1Y | +9.1% | +12.2% | -3.1% | +4.9% |
| 3Y | +149.5% | +63.3% | +86.2% | +121.8% |
| 5Y | +132.6% | +29.0% | +103.6% | +112.5% |
| 10Y | +480.0% | +147.5% | +332.6% | +347.7% |
| All | +10,742.2% | +8,558.9% | +2,183.4% | +3,912.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling