+1,116.5%
JBL vs BG
+1,181.2%
-64.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +4.0% | +0.5% | +3.5% | +3.7% |
| 30D | -7.5% | +10.3% | -17.8% | -11.1% |
| 3M | -14.1% | -1.9% | -12.2% | -14.2% |
| 6M | +25.9% | +5.2% | +20.6% | +21.8% |
| YTD | +36.7% | +41.2% | -4.5% | +17.8% |
| 1Y | +49.0% | +50.5% | -1.5% | +24.3% |
| 3Y | +191.8% | +19.9% | +171.9% | +158.6% |
| 5Y | +409.8% | +86.7% | +323.1% | +267.1% |
| 10Y | +1,509.2% | +167.5% | +1,341.7% | +841.8% |
| All | +1,116.5% | +1,181.2% | -64.7% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling