+163.4%
JPM vs GWW
+89.6%
+73.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.7% | -3.4% | +2.7% | +0.6% |
| 30D | -2.5% | -1.9% | -0.5% | -1.8% |
| 3M | +14.1% | -2.4% | +16.5% | +14.7% |
| 6M | +25.1% | +15.7% | +9.4% | +16.5% |
| YTD | +12.1% | +27.6% | -15.5% | -0.4% |
| 1Y | +18.8% | +27.2% | -8.4% | +5.6% |
| 3Y | +163.4% | +89.7% | +73.7% | +110.5% |
| All | +163.4% | +89.6% | +73.8% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling