+231.1%
GM vs JBL
+1,558.3%
-1,327.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -2.9% |
| 7D | -2.4% | +2.4% | -4.9% | -3.6% |
| 30D | -1.1% | -13.1% | +12.0% | +4.7% |
| 3M | +6.1% | -15.6% | +21.7% | +12.5% |
| 6M | +15.0% | +24.6% | -9.6% | -0.2% |
| YTD | +6.0% | +39.6% | -33.6% | -14.0% |
| 1Y | +47.1% | +48.6% | -1.5% | +13.8% |
| 3Y | +170.5% | +197.3% | -26.8% | +29.8% |
| 5Y | +80.5% | +413.0% | -332.5% | -39.4% |
| All | +231.1% | +1,558.3% | -1,327.2% | -37.7% |
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