+102.7%
GD vs JBL
+306.0%
-203.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +9.5% | -17.0% | +26.5% | +11.5% |
| 3M | -5.8% | -27.4% | +21.5% | -2.8% |
| 6M | +7.7% | -29.1% | +36.8% | +11.0% |
| YTD | +11.1% | +13.6% | -2.6% | +6.5% |
| 1Y | +6.1% | +22.8% | -16.7% | +0.5% |
| 3Y | +59.8% | +103.0% | -43.2% | +36.1% |
| All | +102.7% | +306.0% | -203.3% | +44.8% |
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 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