+48.6%
JBL vs GAP
-7.6%
+56.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.2% | +4.6% |
| 7D | +2.4% | -4.1% | +6.5% | +3.1% |
| 30D | -13.1% | +6.2% | -19.3% | -14.3% |
| 3M | -15.6% | -0.7% | -14.9% | -15.5% |
| 6M | +24.6% | -7.1% | +31.7% | +25.6% |
| YTD | +39.6% | -14.1% | +53.7% | +42.4% |
| 1Y | +48.6% | -8.5% | +57.1% | +43.5% |
| All | +48.6% | -7.6% | +56.2% | +43.5% |
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