+35.8%
JPM vs GLXY
+7.0%
+28.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.4% | +0.7% |
| 7D | -0.4% | +4.5% | -5.0% | -0.7% |
| 30D | -1.4% | +28.8% | -30.3% | -2.9% |
| 3M | +13.9% | -23.0% | +37.0% | +14.8% |
| 6M | +23.5% | +17.0% | +6.5% | +20.7% |
| YTD | +11.6% | +12.5% | -0.8% | +8.0% |
| 1Y | +21.4% | -5.4% | +26.7% | +17.9% |
| All | +35.8% | +7.0% | +28.7% | +29.9% |
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