+458.9%
GS vs JBL
+1,199.1%
-740.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.2% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | +3.7% | -17.0% | +20.7% | +12.0% |
| 3M | -10.0% | -27.4% | +17.4% | +2.3% |
| 6M | -1.0% | -29.1% | +28.1% | +12.5% |
| YTD | +7.0% | +13.6% | -6.6% | -3.2% |
| 1Y | +16.6% | +22.8% | -6.2% | +1.7% |
| 3Y | +204.4% | +103.0% | +101.4% | +97.9% |
| 5Y | +160.0% | +307.4% | -147.3% | +13.2% |
| 10Y | +458.9% | +1,173.9% | -715.1% | +43.6% |
| All | +458.9% | +1,199.1% | -740.3% | +43.6% |
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 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