+191.0%
JBL vs GAP
+108.0%
+83.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.5% |
| 7D | +4.0% | -3.2% | +7.2% | +4.6% |
| 30D | -7.5% | -0.7% | -6.8% | -7.7% |
| 3M | -14.1% | -0.5% | -13.6% | -14.6% |
| 6M | +25.9% | -5.0% | +30.9% | +25.7% |
| YTD | +36.7% | -14.7% | +51.3% | +38.8% |
| 1Y | +49.0% | -8.6% | +57.6% | +48.8% |
| All | +191.0% | +108.0% | +83.0% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling