+177.4%
GD vs JBL
+1,188.5%
-1,011.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.4% | +1.0% |
| 7D | -3.0% | -5.2% | +2.1% | -2.0% |
| 30D | +9.3% | -17.5% | +26.8% | +13.7% |
| 3M | -7.2% | -26.0% | +18.8% | -1.7% |
| 6M | +5.5% | -28.9% | +34.3% | +11.8% |
| YTD | +9.5% | +10.8% | -1.4% | +2.5% |
| 1Y | +6.4% | +18.3% | -11.9% | -2.3% |
| 3Y | +59.8% | +102.2% | -42.3% | +20.4% |
| 5Y | +98.0% | +303.2% | -205.2% | +14.0% |
| 10Y | +177.4% | +1,152.0% | -974.6% | +8.0% |
| All | +177.4% | +1,188.5% | -1,011.1% | +8.0% |
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