+11,024.8%
JPM vs GWW
+14,103.4%
-3,078.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | 0.0% |
| 7D | -0.4% | -1.5% | +1.1% | +0.4% |
| 30D | -1.1% | +1.1% | -2.2% | -1.8% |
| 3M | +14.1% | -1.0% | +15.1% | +14.1% |
| 6M | +23.3% | +16.3% | +7.0% | +12.6% |
| YTD | +11.3% | +28.5% | -17.2% | -4.1% |
| 1Y | +23.0% | +30.3% | -7.3% | +4.9% |
| 3Y | +162.6% | +91.6% | +71.0% | +78.5% |
| 5Y | +152.8% | +224.0% | -71.2% | +24.5% |
| 10Y | +583.6% | +551.3% | +32.3% | +110.0% |
| All | +11,024.8% | +14,103.4% | -3,078.6% | +615.3% |
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