+31.6%
JPM vs GLXY
-38.3%
+69.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.2% | -4.0% | +2.0% |
| 7D | +0.4% | -0.5% | +1.0% | +0.2% |
| 30D | +2.7% | -28.6% | +31.4% | +3.8% |
| 3M | -3.8% | -28.1% | +24.2% | -3.2% |
| 6M | +14.3% | -52.0% | +66.3% | +16.8% |
| YTD | +8.2% | -35.1% | +43.3% | +6.8% |
| 1Y | +11.0% | -54.0% | +65.0% | +11.5% |
| All | +31.6% | -38.3% | +69.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling