+131.0%
JPM vs GS
+156.8%
-25.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +1.2% | +1.6% | -0.4% | +0.2% |
| 30D | +2.7% | +1.7% | +1.1% | +1.5% |
| 3M | -4.5% | -11.6% | +7.1% | +2.8% |
| 6M | +14.3% | -1.9% | +16.2% | +13.3% |
| YTD | +8.2% | +5.1% | +3.1% | +1.4% |
| 1Y | +10.0% | +16.4% | -6.4% | -4.2% |
| 3Y | +149.0% | +199.0% | -50.0% | +10.1% |
| All | +131.0% | +156.8% | -25.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling