+152.8%
JPM vs GPC
+29.0%
+123.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.6% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +14.1% | +39.2% | -25.0% | +2.6% |
| 6M | +23.3% | +18.2% | +5.1% | +16.3% |
| YTD | +11.3% | +12.1% | -0.8% | +5.4% |
| 1Y | +23.0% | -0.7% | +23.7% | +21.4% |
| 3Y | +162.6% | -1.7% | +164.2% | +150.9% |
| 5Y | +152.8% | +29.3% | +123.5% | +97.4% |
| All | +152.8% | +29.0% | +123.7% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling