+1,283.6%
JPM vs GNRC
+2,077.0%
-793.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | -0.4% | +3.2% | -3.6% | -1.2% |
| 30D | -1.4% | -9.5% | +8.1% | +0.6% |
| 3M | +13.9% | -28.5% | +42.5% | +21.6% |
| 6M | +23.5% | -10.0% | +33.5% | +23.8% |
| YTD | +11.6% | +36.7% | -25.1% | +0.3% |
| 1Y | +21.4% | +2.6% | +18.8% | +15.9% |
| 3Y | +163.4% | +61.9% | +101.5% | +117.6% |
| 5Y | +152.5% | -59.0% | +211.6% | +174.9% |
| 10Y | +592.1% | +444.8% | +147.4% | +242.4% |
| All | +1,283.6% | +2,077.0% | -793.3% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling