+679.2%
GIS vs JBL
+42,747.1%
-42,067.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.6% | +4.0% | -12.6% | -8.7% |
| 30D | -0.5% | -7.5% | +7.0% | -0.3% |
| 3M | +11.9% | -14.1% | +26.0% | +12.2% |
| 6M | -11.6% | +25.9% | -37.5% | -12.4% |
| YTD | -16.3% | +36.7% | -53.0% | -17.3% |
| 1Y | -21.8% | +49.0% | -70.7% | -22.9% |
| 3Y | -35.7% | +191.8% | -227.4% | -38.2% |
| 5Y | -22.9% | +409.8% | -432.6% | -27.6% |
| 10Y | -16.8% | +1,509.2% | -1,526.0% | -25.2% |
| All | +679.2% | +42,747.1% | -42,067.9% | +598.1% |
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