+1,525.1%
JBL vs GAP
+31.2%
+1,493.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.2% | +4.3% |
| 7D | +2.4% | -4.1% | +6.5% | +3.5% |
| 30D | -13.1% | +6.2% | -19.3% | -14.8% |
| 3M | -15.6% | -0.7% | -14.9% | -16.3% |
| 6M | +24.6% | -7.1% | +31.7% | +24.8% |
| YTD | +39.6% | -14.1% | +53.7% | +41.9% |
| 1Y | +48.6% | -8.5% | +57.1% | +48.1% |
| 3Y | +197.3% | +115.4% | +81.9% | +117.9% |
| 5Y | +413.0% | +9.8% | +403.2% | +321.7% |
| All | +1,525.1% | +31.2% | +1,493.8% | +949.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling