+8,340.5%
GD vs JBL
+32,425.1%
-24,084.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.3% | -1.3% |
| 7D | -3.9% | -17.9% | +14.0% | -1.6% |
| 30D | +8.1% | -23.6% | +31.6% | +11.4% |
| 3M | -6.8% | -30.2% | +23.4% | -3.1% |
| 6M | +3.0% | -29.9% | +32.9% | +6.4% |
| YTD | +7.8% | +3.7% | +4.0% | +5.7% |
| 1Y | +5.8% | +8.5% | -2.7% | +3.1% |
| 3Y | +55.3% | +85.1% | -29.8% | +39.0% |
| 5Y | +96.7% | +267.8% | -171.1% | +60.0% |
| 10Y | +195.4% | +1,135.9% | -940.5% | +105.6% |
| All | +8,340.5% | +32,425.1% | -24,084.6% | +4,391.2% |
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