+154.6%
JPM vs GIS
-25.0%
+179.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | -2.3% | -8.4% | +6.1% | -1.7% |
| 30D | -2.3% | -5.2% | +2.9% | -2.0% |
| 3M | +14.9% | +8.2% | +6.7% | +13.9% |
| 6M | +23.6% | -12.0% | +35.6% | +24.6% |
| YTD | +11.3% | -18.9% | +30.2% | +12.8% |
| 1Y | +19.9% | -23.6% | +43.5% | +22.2% |
| 3Y | +162.6% | -37.6% | +200.2% | +172.2% |
| 5Y | +154.6% | -25.2% | +179.8% | +140.1% |
| All | +154.6% | -25.0% | +179.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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