+2,449.8%
GPN vs JBL
+1,177.7%
+1,272.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -6.2% | +4.0% | -10.2% | -7.2% |
| 30D | +1.0% | -7.5% | +8.5% | +2.8% |
| 3M | +36.9% | -14.1% | +51.0% | +40.8% |
| 6M | +16.8% | +25.9% | -9.1% | +7.4% |
| YTD | +13.2% | +36.7% | -23.4% | +1.2% |
| 1Y | +1.4% | +49.0% | -47.6% | -12.2% |
| 3Y | -28.6% | +191.8% | -220.4% | -50.6% |
| 5Y | -47.0% | +409.8% | -456.8% | -68.7% |
| 10Y | +25.2% | +1,509.2% | -1,484.1% | -46.0% |
| All | +2,449.8% | +1,177.7% | +1,272.1% | +727.6% |
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