+643.2%
GEV vs JBL
+134.9%
+508.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +2.7% |
| 7D | +8.1% | +4.4% | +3.7% | +5.1% |
| 30D | -1.9% | -8.4% | +6.5% | +3.7% |
| 3M | +4.1% | -14.2% | +18.2% | +14.3% |
| 6M | +23.2% | +29.6% | -6.4% | +2.4% |
| YTD | +48.9% | +37.1% | +11.8% | +17.7% |
| 1Y | +62.2% | +49.5% | +12.7% | +19.2% |
| All | +643.2% | +134.9% | +508.2% | +292.6% |
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