+478.5%
GS vs JBL
+1,188.5%
-709.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -1.0% | +2.2% |
| 7D | +0.8% | -5.2% | +6.0% | +3.0% |
| 30D | +1.2% | -17.5% | +18.8% | +9.6% |
| 3M | -12.4% | -26.0% | +13.6% | -1.5% |
| 6M | -2.3% | -28.9% | +26.5% | +10.7% |
| YTD | +4.6% | +10.8% | -6.2% | -4.3% |
| 1Y | +17.5% | +18.3% | -0.8% | +4.1% |
| 3Y | +202.0% | +102.2% | +99.8% | +96.6% |
| 5Y | +152.4% | +303.2% | -150.9% | +10.3% |
| 10Y | +478.5% | +1,152.0% | -673.5% | +51.1% |
| All | +478.5% | +1,188.5% | -709.9% | +51.1% |
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