+31.6%
JPM vs GLXY
-40.0%
+71.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +1.2% | -16.2% | +17.4% | +1.8% |
| 30D | +2.7% | -30.6% | +33.3% | +3.9% |
| 3M | -4.5% | -27.7% | +23.3% | -3.9% |
| 6M | +14.3% | -53.3% | +67.6% | +16.9% |
| YTD | +8.2% | -36.9% | +45.1% | +6.9% |
| 1Y | +10.0% | -55.6% | +65.6% | +10.7% |
| All | +31.6% | -40.0% | +71.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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