+240.9%
JPM vs GGLL
+328.7%
-87.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +0.3% | -4.8% | +5.1% | +0.8% |
| 30D | -0.2% | -13.7% | +13.5% | +1.4% |
| 3M | +15.9% | -21.9% | +37.7% | +18.2% |
| 6M | +20.9% | +11.7% | +9.3% | +17.3% |
| YTD | +12.9% | +2.3% | +10.6% | +10.4% |
| 1Y | +20.3% | +76.2% | -55.9% | +9.2% |
| 3Y | +160.9% | +245.0% | -84.1% | +108.6% |
| All | +240.9% | +328.7% | -87.7% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling