+590.9%
JPM vs GPN
+28.5%
+562.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | -4.3% | +3.7% | +1.0% |
| 30D | -2.5% | 0.0% | -2.5% | -2.7% |
| 3M | +14.1% | +35.8% | -21.7% | -0.2% |
| 6M | +25.1% | +22.0% | +3.1% | +13.2% |
| YTD | +12.1% | +15.2% | -3.1% | +2.8% |
| 1Y | +18.8% | +3.5% | +15.3% | +13.4% |
| 3Y | +163.4% | -26.9% | +190.4% | +182.1% |
| 5Y | +156.5% | -44.2% | +200.8% | +200.3% |
| All | +590.9% | +28.5% | +562.3% | +603.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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