-37.4%
GIS vs JBL
+181.3%
-218.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -3.4% |
| 7D | -8.4% | -1.0% | -7.4% | -8.5% |
| 30D | -5.2% | -15.1% | +9.9% | -6.8% |
| 3M | +8.2% | -14.0% | +22.2% | +7.0% |
| 6M | -12.0% | +20.6% | -32.6% | -10.1% |
| YTD | -18.9% | +32.9% | -51.8% | -16.3% |
| 1Y | -23.6% | +40.5% | -64.1% | -20.6% |
| All | -37.4% | +181.3% | -218.6% | -32.4% |
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