+521.1%
JPM vs GS
+494.8%
+26.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -0.8% | -3.2% | +2.5% | +1.6% |
| 30D | +1.5% | -2.4% | +3.9% | +3.1% |
| 3M | -5.7% | -15.7% | +10.1% | +6.2% |
| 6M | +7.2% | -6.8% | +14.0% | +10.2% |
| YTD | +5.8% | -0.1% | +5.9% | +2.1% |
| 1Y | +8.8% | +12.1% | -3.3% | -4.1% |
| 3Y | +147.4% | +185.8% | -38.4% | +2.7% |
| 5Y | +125.3% | +140.1% | -14.8% | +5.3% |
| All | +521.1% | +494.8% | +26.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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