+25.7%
GPN vs JBL
+1,558.3%
-1,532.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -1.9% |
| 7D | -4.3% | +2.4% | -6.7% | -5.3% |
| 30D | 0.0% | -13.1% | +13.1% | +4.9% |
| 3M | +35.8% | -15.6% | +51.4% | +42.2% |
| 6M | +22.0% | +24.6% | -2.6% | +7.7% |
| YTD | +15.2% | +39.6% | -24.4% | -4.1% |
| 1Y | +3.5% | +48.6% | -45.1% | -17.3% |
| 3Y | -26.9% | +197.3% | -224.2% | -60.8% |
| 5Y | -44.2% | +413.0% | -457.2% | -78.0% |
| All | +25.7% | +1,558.3% | -1,532.6% | -72.0% |
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