+1,285.6%
JPM vs GWRE
+736.4%
+549.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -2.3% | -30.9% | +28.6% | +4.0% |
| 30D | -2.3% | -20.7% | +18.4% | +1.2% |
| 3M | +14.9% | +20.2% | -5.3% | +8.9% |
| 6M | +23.6% | -11.9% | +35.5% | +22.9% |
| YTD | +11.3% | -30.3% | +41.6% | +15.6% |
| 1Y | +19.9% | -44.6% | +64.5% | +30.8% |
| 3Y | +162.6% | +48.8% | +113.8% | +120.6% |
| 5Y | +154.6% | +14.8% | +139.9% | +122.1% |
| 10Y | +589.9% | +128.1% | +461.8% | +396.0% |
| All | +1,285.6% | +736.4% | +549.3% | +749.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling