+10,718.5%
JPM vs GPC
+2,105.4%
+8,613.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +1.2% | +0.4% | +0.9% | +1.0% |
| 30D | +2.7% | -1.8% | +4.5% | +3.7% |
| 3M | -4.5% | -6.6% | +2.1% | -0.8% |
| 6M | +14.3% | +21.3% | -7.0% | -1.7% |
| YTD | +8.2% | +4.3% | +3.9% | 0.0% |
| 1Y | +10.0% | +3.3% | +6.8% | +2.3% |
| 3Y | +149.0% | +0.8% | +148.2% | +119.8% |
| 5Y | +131.0% | +7.4% | +123.6% | +88.3% |
| 10Y | +479.1% | +79.2% | +399.8% | +203.4% |
| All | +10,718.5% | +2,105.4% | +8,613.2% | +1,123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling