+208.4%
GLD vs JBL
+1,127.6%
-919.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +2.8% | -8.1% | +10.9% | +3.1% |
| 30D | -4.0% | -18.4% | +14.5% | -3.3% |
| 3M | -8.2% | -25.8% | +17.5% | -7.4% |
| 6M | -14.8% | -29.6% | +14.8% | -14.0% |
| YTD | -6.8% | +9.6% | -16.4% | -6.9% |
| 1Y | -2.4% | +14.1% | -16.5% | -2.6% |
| 3Y | +105.8% | +95.9% | +9.9% | +102.5% |
| 5Y | +113.3% | +298.3% | -185.0% | +106.6% |
| 10Y | +208.4% | +1,150.1% | -941.6% | +194.7% |
| All | +208.4% | +1,127.6% | -919.2% | +194.7% |
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