-25.7%
GIS vs JBL
+409.3%
-435.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | 0.0% |
| 7D | -6.4% | +2.4% | -8.8% | -6.2% |
| 30D | -6.1% | -13.1% | +7.0% | -6.9% |
| 3M | +7.8% | -15.6% | +23.4% | +7.2% |
| 6M | -8.8% | +24.6% | -33.4% | -7.6% |
| YTD | -19.1% | +39.6% | -58.7% | -17.6% |
| 1Y | -24.8% | +48.6% | -73.4% | -23.1% |
| 3Y | -37.6% | +197.3% | -234.8% | -35.8% |
| All | -25.7% | +409.3% | -435.0% | -26.9% |
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 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