+11,186.3%
JPM vs GPC
+2,341.8%
+8,844.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.6% |
| 7D | +0.3% | +1.2% | -0.9% | -0.5% |
| 30D | -0.2% | +6.0% | -6.1% | -3.9% |
| 3M | +15.9% | +42.6% | -26.7% | -9.4% |
| 6M | +20.9% | +22.8% | -1.8% | +3.3% |
| YTD | +12.9% | +15.5% | -2.6% | -1.7% |
| 1Y | +20.3% | +2.0% | +18.3% | +13.1% |
| 3Y | +160.9% | -1.4% | +162.4% | +134.0% |
| 5Y | +154.8% | +30.6% | +124.2% | +82.5% |
| 10Y | +591.1% | +80.6% | +510.5% | +264.8% |
| All | +11,186.3% | +2,341.8% | +8,844.5% | +1,102.7% |
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