+479.1%
JPM vs GS
+475.4%
+3.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +1.2% | +1.6% | -0.4% | 0.0% |
| 30D | +2.7% | +1.7% | +1.1% | +1.2% |
| 3M | -4.5% | -11.6% | +7.1% | +3.8% |
| 6M | +14.3% | -1.9% | +16.2% | +13.2% |
| YTD | +8.2% | +5.1% | +3.1% | +0.6% |
| 1Y | +10.0% | +16.4% | -6.4% | -5.6% |
| 3Y | +149.0% | +199.0% | -50.0% | +0.1% |
| 5Y | +131.0% | +157.4% | -26.4% | +2.5% |
| 10Y | +479.1% | +457.2% | +21.8% | +33.7% |
| All | +479.1% | +475.4% | +3.7% | +33.7% |
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