+590.9%
JPM vs GNRC
+448.8%
+142.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.5% | -15.7% | +13.3% | +1.1% |
| 3M | +14.1% | -27.3% | +41.5% | +21.2% |
| 6M | +25.1% | -12.1% | +37.1% | +25.9% |
| YTD | +12.1% | +37.1% | -25.0% | +0.7% |
| 1Y | +18.8% | -0.5% | +19.3% | +14.2% |
| 3Y | +163.4% | +61.5% | +101.9% | +117.3% |
| 5Y | +156.5% | -58.6% | +215.1% | +190.9% |
| All | +590.9% | +448.8% | +142.0% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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