+303.6%
JBL vs GAP
+2.1%
+301.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | +6.3% | -1.9% | +8.2% | +6.8% |
| 30D | -13.5% | -7.1% | -6.4% | -12.3% |
| 3M | -31.3% | +4.1% | -35.4% | -32.4% |
| 6M | -28.4% | +1.9% | -30.4% | -29.9% |
| YTD | +11.6% | -15.2% | +26.8% | +13.4% |
| 1Y | +26.1% | -10.6% | +36.8% | +26.4% |
| 3Y | +97.4% | +74.6% | +22.8% | +60.3% |
| All | +303.6% | +2.1% | +301.5% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling