-32.0%
GFS vs JBL
+299.1%
-331.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +1.4% |
| 7D | -3.1% | -5.2% | +2.0% | +0.4% |
| 30D | -16.0% | -17.5% | +1.5% | -5.5% |
| 3M | -24.7% | -26.0% | +1.3% | -10.0% |
| 6M | -45.1% | -28.9% | -16.3% | -31.8% |
| YTD | +16.5% | +10.8% | +5.6% | +10.0% |
| 1Y | +19.3% | +18.3% | +1.0% | +8.0% |
| 3Y | -20.0% | +102.2% | -122.1% | -52.1% |
| 5Y | -32.0% | +303.2% | -335.2% | -78.7% |
| All | -32.0% | +299.1% | -331.2% | -78.7% |
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