+652.8%
GS vs JBL
+1,438.9%
-786.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.6% |
| 7D | +0.9% | +3.0% | -2.1% | -0.4% |
| 30D | -1.6% | -8.3% | +6.7% | +1.8% |
| 3M | -4.5% | -16.9% | +12.4% | +2.5% |
| 6M | +20.9% | +21.8% | -0.9% | +8.0% |
| YTD | +19.9% | +36.3% | -16.4% | +1.2% |
| 1Y | +41.4% | +49.5% | -8.1% | +13.2% |
| 3Y | +239.2% | +170.6% | +68.5% | +93.2% |
| 5Y | +185.0% | +408.4% | -223.3% | +13.5% |
| All | +652.8% | +1,438.9% | -786.1% | +75.3% |
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