+152.5%
JPM vs GNRC
-58.7%
+211.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.5% | -15.7% | +13.3% | -0.1% |
| 3M | +14.1% | -27.3% | +41.5% | +18.9% |
| 6M | +25.1% | -12.1% | +37.1% | +25.6% |
| YTD | +12.1% | +37.1% | -25.0% | +4.1% |
| 1Y | +18.8% | -0.5% | +19.3% | +15.7% |
| 3Y | +163.4% | +61.5% | +101.9% | +132.1% |
| All | +152.5% | -58.7% | +211.2% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling