+10,848.8%
JPM vs GWW
+16,336.7%
-5,487.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +3.5% | +3.6% | -0.1% | +1.6% |
| 30D | +3.3% | +12.1% | -8.9% | -2.9% |
| 3M | -4.2% | +12.9% | -17.1% | -10.4% |
| 6M | +16.4% | +19.3% | -2.9% | +5.1% |
| YTD | +9.5% | +48.7% | -39.2% | -12.9% |
| 1Y | +14.0% | +60.5% | -46.5% | -13.0% |
| 3Y | +153.1% | +93.3% | +59.8% | +71.6% |
| 5Y | +134.9% | +219.0% | -84.1% | +17.3% |
| 10Y | +485.7% | +659.0% | -173.2% | +65.9% |
| All | +10,848.8% | +16,336.7% | -5,487.9% | +550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling