+191.5%
GD vs JBL
+1,438.9%
-1,247.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | -5.3% | +3.0% | -8.3% | -5.9% |
| 30D | -6.4% | -8.3% | +1.8% | -4.8% |
| 3M | +5.7% | -16.9% | +22.6% | +9.3% |
| 6M | -0.9% | +21.8% | -22.7% | -7.7% |
| YTD | +8.2% | +36.3% | -28.1% | -2.7% |
| 1Y | +13.4% | +49.5% | -36.1% | -1.1% |
| 3Y | +68.5% | +170.6% | -102.1% | +17.9% |
| 5Y | +97.2% | +408.4% | -311.2% | +7.9% |
| All | +191.5% | +1,438.9% | -1,247.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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