+388.8%
GH vs JBL
+1,139.4%
-750.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.1% | -3.3% |
| 7D | -2.5% | +2.4% | -4.9% | -3.6% |
| 30D | -4.7% | -13.1% | +8.4% | +1.0% |
| 3M | +20.2% | -15.6% | +35.8% | +27.5% |
| 6M | +78.8% | +24.6% | +54.2% | +56.1% |
| YTD | +54.1% | +39.6% | +14.5% | +26.4% |
| 1Y | +177.1% | +48.6% | +128.5% | +117.4% |
| 3Y | +371.6% | +197.3% | +174.4% | +142.4% |
| 5Y | +21.9% | +413.0% | -391.1% | -53.9% |
| All | +388.8% | +1,139.4% | -750.7% | +12.2% |
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