+423.2%
JBL vs FGI
-70.4%
+493.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.4% |
| 7D | +3.0% | +0.5% | +2.5% | +3.0% |
| 30D | -8.3% | +65.4% | -73.7% | -10.1% |
| 3M | -16.9% | +23.5% | -40.4% | -18.2% |
| 6M | +21.8% | +60.5% | -38.8% | +18.3% |
| YTD | +36.3% | +30.0% | +6.3% | +32.7% |
| 1Y | +49.5% | +82.1% | -32.6% | +43.5% |
| 3Y | +170.6% | -4.4% | +175.0% | +164.2% |
| All | +423.2% | -70.4% | +493.6% | +431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling