+590.9%
JPM vs GWW
+570.2%
+20.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.7% | -3.4% | +2.7% | +0.8% |
| 30D | -2.5% | -1.9% | -0.5% | -1.7% |
| 3M | +14.1% | -2.4% | +16.5% | +14.8% |
| 6M | +25.1% | +15.7% | +9.4% | +16.3% |
| YTD | +12.1% | +27.6% | -15.5% | -0.5% |
| 1Y | +18.8% | +27.2% | -8.4% | +5.4% |
| 3Y | +163.4% | +89.7% | +73.7% | +93.2% |
| 5Y | +156.5% | +223.9% | -67.4% | +43.5% |
| All | +590.9% | +570.2% | +20.7% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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