+199.8%
GS vs JBL
+100.1%
+99.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | +5.9% | +6.3% | -0.5% | +3.6% |
| 30D | +4.3% | -13.5% | +17.8% | +9.4% |
| 3M | -11.7% | -31.3% | +19.7% | -0.1% |
| 6M | -3.2% | -28.4% | +25.3% | +6.9% |
| YTD | +5.8% | +11.6% | -5.8% | -1.6% |
| 1Y | +16.0% | +26.1% | -10.1% | +3.2% |
| 3Y | +199.8% | +97.4% | +102.4% | +113.5% |
| All | +199.8% | +100.1% | +99.6% | +113.5% |
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