+7.7%
GEHC vs JBL
+328.1%
-320.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.9% |
| 7D | -7.9% | -1.0% | -6.8% | -7.7% |
| 30D | -11.7% | -15.1% | +3.4% | -9.2% |
| 3M | +0.8% | -14.0% | +14.9% | +2.9% |
| 6M | -11.6% | +20.6% | -32.2% | -17.5% |
| YTD | -21.6% | +32.9% | -54.5% | -29.0% |
| 1Y | -15.3% | +40.5% | -55.8% | -24.8% |
| 3Y | -0.5% | +183.7% | -184.2% | -29.3% |
| All | +7.7% | +328.1% | -320.4% | -33.0% |
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