+1,256.2%
JPM vs GM
+223.0%
+1,033.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.4% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -1.4% | -4.6% | +3.2% | +0.5% |
| 3M | +13.9% | +0.2% | +13.7% | +13.1% |
| 6M | +23.5% | +12.6% | +10.9% | +15.8% |
| YTD | +11.6% | +3.7% | +8.0% | +8.1% |
| 1Y | +21.4% | +45.6% | -24.3% | -0.3% |
| 3Y | +163.4% | +162.0% | +1.5% | +56.6% |
| 5Y | +152.5% | +80.5% | +72.0% | +70.2% |
| 10Y | +592.1% | +231.3% | +360.8% | +203.9% |
| All | +1,256.2% | +223.0% | +1,033.1% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 all: compounded portfolio wealth divided by compounded GM 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…
all analysis · Full analysis span regression · 6 months rolling