+51.3%
GEV vs JBL
+47.2%
+4.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.4% | +0.7% |
| 7D | +1.6% | +2.4% | -0.8% | +0.2% |
| 30D | -7.9% | -13.1% | +5.2% | -0.3% |
| 3M | +5.6% | -15.6% | +21.2% | +15.4% |
| 6M | +13.1% | +24.6% | -11.5% | +0.3% |
| YTD | +46.7% | +39.6% | +7.1% | +22.5% |
| 1Y | +51.3% | +48.6% | +2.7% | +21.0% |
| All | +51.3% | +47.2% | +4.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling