+10,718.8%
JPM vs GEN
+8,591.0%
+2,127.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +2.7% | +28.2% | -25.4% | -2.1% |
| 3M | -3.8% | +2.6% | -6.5% | -5.0% |
| 6M | +14.3% | +32.7% | -18.4% | +7.2% |
| YTD | +8.2% | +11.3% | -3.1% | +4.3% |
| 1Y | +11.0% | +17.9% | -7.0% | +5.8% |
| 3Y | +152.7% | +66.3% | +86.3% | +123.8% |
| 5Y | +130.8% | +31.7% | +99.1% | +110.1% |
| 10Y | +506.0% | +150.0% | +356.0% | +367.0% |
| All | +10,718.8% | +8,591.0% | +2,127.9% | +3,901.2% |
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