+465.0%
JPM vs GPC
+74.9%
+390.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +3.3% | -6.3% | +9.6% | +6.1% |
| 3M | -4.2% | -8.2% | +4.0% | -0.8% |
| 6M | +16.4% | +27.1% | -10.7% | +2.4% |
| YTD | +9.5% | +3.1% | +6.4% | +4.3% |
| 1Y | +14.0% | +0.1% | +13.9% | +10.2% |
| 3Y | +153.1% | +0.2% | +152.9% | +132.3% |
| 5Y | +134.9% | +4.9% | +130.0% | +103.9% |
| All | +465.0% | +74.9% | +390.1% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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