-19.9%
GFS vs JBL
+181.2%
-201.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.7% |
| 7D | +1.0% | +3.0% | -2.0% | -0.6% |
| 30D | -8.6% | -8.3% | -0.3% | -4.4% |
| 3M | -46.5% | -16.9% | -29.6% | -40.7% |
| 6M | -4.8% | +21.8% | -26.6% | -11.3% |
| YTD | +29.7% | +36.3% | -6.7% | +14.5% |
| 1Y | +35.8% | +49.5% | -13.7% | +14.3% |
| All | -19.9% | +181.2% | -201.1% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling