+10,848.8%
JPM vs GIS
+1,368.5%
+9,480.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.1% |
| 7D | +3.5% | -3.4% | +6.8% | +4.8% |
| 30D | +3.3% | +6.9% | -3.6% | +0.4% |
| 3M | -4.2% | -10.1% | +5.9% | -1.0% |
| 6M | +16.4% | +5.9% | +10.5% | +12.1% |
| YTD | +9.5% | -21.1% | +30.6% | +17.2% |
| 1Y | +14.0% | -22.5% | +36.5% | +22.8% |
| 3Y | +153.1% | -39.0% | +192.1% | +192.6% |
| 5Y | +134.9% | -33.3% | +168.2% | +155.9% |
| 10Y | +485.7% | -17.0% | +502.8% | +447.2% |
| All | +10,848.8% | +1,368.5% | +9,480.3% | +2,622.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling