+230.7%
JPM vs GGLL
+210.8%
+20.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +3.5% | +7.7% | -4.2% | +2.7% |
| 30D | +3.3% | -30.2% | +33.5% | +6.5% |
| 3M | -4.2% | -31.3% | +27.1% | -1.2% |
| 6M | +16.4% | -52.1% | +68.5% | +24.1% |
| YTD | +9.5% | -25.9% | +35.4% | +9.8% |
| 1Y | +14.0% | -8.5% | +22.5% | +11.0% |
| 3Y | +153.1% | +165.5% | -12.5% | +106.5% |
| All | +230.7% | +210.8% | +20.0% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling