-48.7%
JBGS vs SPY
+67.4%
-116.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +4.7% | -2.7% | +7.4% | +6.8% |
| 30D | +15.1% | -5.4% | +20.5% | +19.9% |
| 3M | +4.0% | -4.1% | +8.1% | +7.2% |
| 6M | -19.1% | +0.7% | -19.8% | -20.5% |
| YTD | -24.9% | +8.7% | -33.5% | -31.0% |
| 1Y | -28.7% | +10.9% | -39.6% | -35.7% |
| 3Y | +2.5% | +75.0% | -72.5% | -40.1% |
| All | -48.7% | +67.4% | -116.1% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling