+230.7%
GM vs JBL
+2,447.0%
-2,216.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -1.1% | +4.0% | -5.1% | -2.8% |
| 30D | -4.6% | -7.5% | +2.9% | -1.9% |
| 3M | +0.2% | -14.1% | +14.3% | +5.2% |
| 6M | +12.6% | +25.9% | -13.3% | -1.7% |
| YTD | +3.7% | +36.7% | -33.0% | -13.8% |
| 1Y | +45.6% | +49.0% | -3.4% | +14.5% |
| 3Y | +162.0% | +191.8% | -29.8% | +36.7% |
| 5Y | +80.5% | +409.8% | -329.3% | -30.0% |
| 10Y | +231.3% | +1,509.2% | -1,277.9% | -27.0% |
| All | +230.7% | +2,447.0% | -2,216.3% | -42.2% |
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