+1,699.2%
JPM vs GRMN
+6,905.4%
-5,206.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.7% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +3.4% | +3.5% | -0.1% | +2.1% |
| 3M | -5.7% | -7.3% | +1.7% | -3.5% |
| 6M | +13.5% | +21.8% | -8.3% | +4.3% |
| YTD | +8.4% | +42.8% | -34.4% | -6.4% |
| 1Y | +9.1% | +46.5% | -37.4% | -6.7% |
| 3Y | +149.5% | +158.3% | -8.8% | +68.2% |
| 5Y | +132.6% | +122.6% | +10.0% | +63.1% |
| 10Y | +480.0% | +638.0% | -158.0% | +167.0% |
| All | +1,699.2% | +6,905.4% | -5,206.2% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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