+8,371.5%
GD vs JBL
+42,637.0%
-34,265.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -5.3% | +3.0% | -8.3% | -5.6% |
| 30D | -6.4% | -8.3% | +1.8% | -5.6% |
| 3M | +5.7% | -16.9% | +22.6% | +7.6% |
| 6M | -0.9% | +21.8% | -22.7% | -4.2% |
| YTD | +8.2% | +36.3% | -28.1% | +3.0% |
| 1Y | +13.4% | +49.5% | -36.1% | +6.4% |
| 3Y | +68.5% | +170.6% | -102.1% | +44.2% |
| 5Y | +97.2% | +408.4% | -311.2% | +54.6% |
| 10Y | +190.2% | +1,450.4% | -1,260.2% | +97.0% |
| All | +8,371.5% | +42,637.0% | -34,265.6% | +4,276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling