+590.9%
JPM vs GWRE
+131.0%
+459.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.7% | -13.2% | +12.6% | +1.8% |
| 30D | -2.5% | -18.6% | +16.1% | +0.4% |
| 3M | +14.1% | +18.9% | -4.8% | +8.6% |
| 6M | +25.1% | -11.0% | +36.0% | +24.2% |
| YTD | +12.1% | -29.9% | +42.0% | +16.7% |
| 1Y | +18.8% | -44.3% | +63.2% | +30.1% |
| 3Y | +163.4% | +51.7% | +111.7% | +116.6% |
| 5Y | +156.5% | +15.4% | +141.1% | +122.7% |
| All | +590.9% | +131.0% | +459.9% | +385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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