+143.6%
JPM vs GTLB
-50.0%
+193.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -1.1% |
| 7D | -0.4% | +4.6% | -5.0% | -0.8% |
| 30D | -1.1% | +21.0% | -22.1% | -2.6% |
| 3M | +14.1% | +51.7% | -37.6% | +10.4% |
| 6M | +23.3% | +89.3% | -66.0% | +16.8% |
| YTD | +11.3% | +25.6% | -14.4% | +8.5% |
| 1Y | +23.0% | -1.5% | +24.5% | +21.9% |
| 3Y | +162.6% | -9.9% | +172.5% | +156.5% |
| All | +143.6% | -50.0% | +193.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling