+14.0%
JPM vs GLXY
-53.6%
+67.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.1% |
| 7D | +3.5% | +5.3% | -1.8% | +3.3% |
| 30D | +3.3% | -19.8% | +23.1% | +3.6% |
| 3M | -4.2% | -31.4% | +27.2% | -3.6% |
| 6M | +16.4% | -53.3% | +69.7% | +18.5% |
| YTD | +9.5% | -35.7% | +45.2% | +6.9% |
| 1Y | +14.0% | -47.2% | +61.2% | +11.3% |
| All | +14.0% | -53.6% | +67.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling