+226.8%
JPM vs GGLL
+195.8%
+31.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.0% |
| 7D | +0.4% | +6.3% | -5.9% | -0.2% |
| 30D | +2.7% | -35.1% | +37.8% | +6.7% |
| 3M | -3.8% | -37.7% | +33.8% | +0.2% |
| 6M | +14.3% | -54.1% | +68.4% | +22.3% |
| YTD | +8.2% | -29.4% | +37.6% | +9.1% |
| 1Y | +11.0% | -13.4% | +24.4% | +8.6% |
| 3Y | +152.7% | +158.3% | -5.7% | +106.6% |
| All | +226.8% | +195.8% | +31.0% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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