+592.1%
JPM vs GPC
+83.6%
+508.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -1.4% | +1.3% | -2.7% | -2.1% |
| 3M | +13.9% | +37.1% | -23.2% | -2.7% |
| 6M | +23.5% | +23.2% | +0.3% | +10.5% |
| YTD | +11.6% | +13.1% | -1.4% | +2.3% |
| 1Y | +21.4% | +0.9% | +20.5% | +17.4% |
| 3Y | +163.4% | -0.8% | +164.3% | +144.8% |
| 5Y | +152.5% | +31.1% | +121.4% | +94.8% |
| 10Y | +592.1% | +87.4% | +504.8% | +313.5% |
| All | +592.1% | +83.6% | +508.5% | +313.5% |
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