-0.8%
GFS vs JBL
+423.9%
-424.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +4.5% | +4.0% | +0.5% | +1.9% |
| 30D | -8.2% | -7.5% | -0.7% | -3.8% |
| 3M | -38.9% | -14.1% | -24.8% | -32.4% |
| 6M | -2.9% | +25.9% | -28.8% | -14.3% |
| YTD | +31.8% | +36.7% | -4.9% | +9.9% |
| 1Y | +43.1% | +49.0% | -5.9% | +11.9% |
| 3Y | -20.6% | +191.8% | -212.4% | -64.1% |
| All | -0.8% | +423.9% | -424.7% | -74.6% |
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 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