+93.8%
GD vs JBL
+270.2%
-176.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -5.0% | -12.3% | +7.4% | -3.6% |
| 30D | +8.9% | -20.2% | +29.1% | +11.4% |
| 3M | -8.0% | -30.6% | +22.6% | -4.7% |
| 6M | +2.9% | -35.8% | +38.7% | +7.2% |
| YTD | +7.1% | +4.9% | +2.1% | +3.6% |
| 1Y | +5.9% | +11.3% | -5.4% | +1.5% |
| 3Y | +53.9% | +89.1% | -35.2% | +32.0% |
| All | +93.8% | +270.2% | -176.4% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling