+185.8%
GS vs JBL
+87.5%
+98.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.8% |
| 7D | -3.2% | -12.3% | +9.1% | +1.2% |
| 30D | -2.4% | -20.2% | +17.8% | +5.2% |
| 3M | -15.7% | -30.6% | +14.9% | -5.2% |
| 6M | -6.8% | -35.8% | +29.0% | +6.8% |
| YTD | -0.1% | +4.9% | -5.0% | -5.0% |
| 1Y | +12.1% | +11.3% | +0.8% | +4.1% |
| 3Y | +185.8% | +89.1% | +96.7% | +107.4% |
| All | +185.8% | +87.5% | +98.3% | +107.4% |
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