+302.8%
JBL vs FGI
-70.6%
+373.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.2% |
| 7D | -12.3% | -7.0% | -5.4% | -12.2% |
| 30D | -20.2% | -4.2% | -15.9% | -20.1% |
| 3M | -30.6% | +55.6% | -86.2% | -32.0% |
| 6M | -35.8% | -3.2% | -32.6% | -36.6% |
| YTD | +4.9% | +29.1% | -24.2% | +2.1% |
| 1Y | +11.3% | +51.0% | -39.7% | +8.0% |
| 3Y | +89.1% | +1.5% | +87.6% | +83.6% |
| All | +302.8% | -70.6% | +373.3% | +308.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling