-27.1%
GPN vs JBL
+195.4%
-222.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.0% |
| 7D | -4.6% | +2.4% | -7.0% | -5.0% |
| 30D | -0.3% | -13.1% | +12.8% | +1.7% |
| 3M | +35.4% | -15.6% | +51.0% | +38.4% |
| 6M | +21.7% | +24.6% | -2.9% | +15.0% |
| YTD | +14.9% | +39.6% | -24.7% | +5.8% |
| 1Y | +3.2% | +48.6% | -45.4% | -6.8% |
| 3Y | -27.1% | +197.3% | -224.4% | -44.2% |
| All | -27.1% | +195.4% | -222.6% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling