+31.9%
JPM vs GLXY
-35.4%
+67.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.8% | 0.0% |
| 7D | +1.6% | +16.9% | -15.3% | +1.0% |
| 30D | +3.4% | -23.0% | +26.4% | +4.2% |
| 3M | -5.7% | -28.0% | +22.3% | -5.0% |
| 6M | +13.5% | -51.6% | +65.1% | +16.0% |
| YTD | +8.4% | -32.1% | +40.6% | +6.8% |
| 1Y | +9.1% | -51.5% | +60.5% | +9.3% |
| All | +31.9% | -35.4% | +67.3% | +28.4% |
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