+337.9%
JBL vs FGI
-66.3%
+404.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.8% | +0.3% |
| 7D | +10.0% | +13.5% | -3.5% | +9.7% |
| 30D | -18.2% | +17.1% | -35.3% | -18.5% |
| 3M | -29.0% | +78.0% | -107.0% | -30.6% |
| 6M | -25.9% | +46.4% | -72.3% | -27.4% |
| YTD | +14.1% | +47.7% | -33.6% | +10.7% |
| 1Y | +21.7% | +56.8% | -35.1% | +17.8% |
| 3Y | +103.8% | +12.3% | +91.6% | +98.0% |
| All | +337.9% | -66.3% | +404.3% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling