+197.3%
JBL vs BG
+18.0%
+179.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.8% | +5.3% |
| 7D | +2.4% | +3.1% | -0.7% | +2.0% |
| 30D | -13.1% | +10.2% | -23.3% | -14.3% |
| 3M | -15.6% | -1.7% | -13.9% | -15.3% |
| 6M | +24.6% | +1.0% | +23.6% | +24.0% |
| YTD | +39.6% | +39.9% | -0.3% | +31.7% |
| 1Y | +48.6% | +53.2% | -4.6% | +38.2% |
| 3Y | +197.3% | +16.3% | +181.0% | +214.1% |
| All | +197.3% | +18.0% | +179.3% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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