+399.9%
GH vs JBL
+1,117.0%
-717.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -2.1% | +4.4% | -6.5% | -4.0% |
| 30D | -4.5% | -8.4% | +4.0% | -1.2% |
| 3M | +28.9% | -14.2% | +43.1% | +35.5% |
| 6M | +76.5% | +29.6% | +46.9% | +51.2% |
| YTD | +57.6% | +37.1% | +20.5% | +30.5% |
| 1Y | +167.5% | +49.5% | +118.1% | +109.1% |
| 3Y | +377.4% | +192.7% | +184.7% | +147.2% |
| 5Y | +23.8% | +411.3% | -387.5% | -53.1% |
| All | +399.9% | +1,117.0% | -717.1% | +15.8% |
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