+7.2%
GEHC vs JBL
+349.7%
-342.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.4% |
| 7D | -7.2% | +2.4% | -9.6% | -7.6% |
| 30D | -11.6% | -13.1% | +1.6% | -9.4% |
| 3M | -0.8% | -15.6% | +14.7% | +1.9% |
| 6M | -11.9% | +24.6% | -36.5% | -18.2% |
| YTD | -21.9% | +39.6% | -61.5% | -30.0% |
| 1Y | -17.8% | +48.6% | -66.5% | -27.9% |
| 3Y | -3.5% | +197.3% | -200.8% | -32.1% |
| All | +7.2% | +349.7% | -342.5% | -33.9% |
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 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