+139.8%
JPM vs GTLB
-49.4%
+189.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +3.5% | -0.7% | +4.2% | +3.5% |
| 30D | +3.3% | -10.2% | +13.5% | +4.0% |
| 3M | -4.2% | +10.1% | -14.3% | -5.0% |
| 6M | +16.4% | +116.5% | -100.1% | +9.4% |
| YTD | +9.5% | +27.2% | -17.7% | +6.6% |
| 1Y | +14.0% | +8.6% | +5.5% | +12.2% |
| 3Y | +153.1% | +5.6% | +147.5% | +144.6% |
| 5Y | +134.9% | -61.8% | +196.7% | +118.9% |
| All | +139.8% | -49.4% | +189.1% | +121.3% |
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