+23.7%
JBL vs GAP
+10.4%
+13.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +8.0% | -12.8% | -5.8% |
| 7D | -11.1% | +8.0% | -19.1% | -12.0% |
| 30D | -14.1% | +2.7% | -16.8% | -14.4% |
| 3M | -23.9% | +16.0% | -40.0% | -25.7% |
| 6M | -24.1% | +2.0% | -26.1% | -24.1% |
| YTD | +13.5% | -4.4% | +17.9% | +14.3% |
| 1Y | +23.7% | +9.2% | +14.5% | +15.6% |
| All | +23.7% | +10.4% | +13.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling