-2.4%
GFS vs JBL
+422.5%
-425.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.6% |
| 7D | +1.0% | +3.0% | -2.0% | -0.9% |
| 30D | -8.6% | -8.3% | -0.3% | -3.6% |
| 3M | -46.5% | -16.9% | -29.6% | -39.5% |
| 6M | -4.8% | +21.8% | -26.6% | -14.4% |
| YTD | +29.7% | +36.3% | -6.7% | +8.3% |
| 1Y | +35.8% | +49.5% | -13.7% | +6.0% |
| 3Y | -18.3% | +170.6% | -189.0% | -60.5% |
| All | -2.4% | +422.5% | -425.0% | -74.9% |
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