+143.6%
JPM vs GTLB
-49.8%
+193.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -2.3% | -4.1% | +1.7% | -2.1% |
| 30D | -2.3% | +12.3% | -14.7% | -3.3% |
| 3M | +14.9% | +65.9% | -51.0% | +10.4% |
| 6M | +23.6% | +104.0% | -80.3% | +16.4% |
| YTD | +11.3% | +26.0% | -14.7% | +8.5% |
| 1Y | +19.9% | -3.5% | +23.4% | +19.0% |
| 3Y | +162.6% | -9.6% | +172.2% | +156.5% |
| All | +143.6% | -49.8% | +193.5% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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