+39.3%
GEHC vs JBL
+259.5%
-220.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.8% |
| 7D | +0.8% | +6.3% | -5.6% | -0.3% |
| 30D | +21.3% | -13.5% | +34.8% | +24.0% |
| 3M | +12.6% | -31.3% | +43.9% | +19.5% |
| 6M | +34.3% | -28.4% | +62.7% | +40.5% |
| YTD | +1.4% | +11.6% | -10.2% | -5.9% |
| 1Y | +12.5% | +26.1% | -13.7% | +1.0% |
| 3Y | +19.2% | +97.4% | -78.1% | -8.5% |
| All | +39.3% | +259.5% | -220.2% | -11.2% |
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 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