+481.0%
JPM vs GS
+474.9%
+6.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.9% |
| 7D | -2.5% | -0.1% | -2.3% | -2.5% |
| 30D | +2.7% | +3.7% | -1.0% | -0.2% |
| 3M | -4.7% | -10.0% | +5.3% | +2.2% |
| 6M | +15.6% | -1.0% | +16.5% | +13.7% |
| YTD | +8.6% | +7.0% | +1.6% | -0.3% |
| 1Y | +10.9% | +16.6% | -5.7% | -5.0% |
| 3Y | +149.9% | +204.4% | -54.5% | -0.9% |
| 5Y | +131.9% | +160.0% | -28.1% | +2.1% |
| 10Y | +481.0% | +458.9% | +22.1% | +34.1% |
| All | +481.0% | +474.9% | +6.1% | +34.1% |
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