+41,936.4%
JBL vs GAP
+892.2%
+41,044.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +3.0% | -4.5% | +7.5% | +4.4% |
| 30D | -8.3% | +9.0% | -17.3% | -11.3% |
| 3M | -16.9% | +5.0% | -21.9% | -19.2% |
| 6M | +21.8% | -17.8% | +39.6% | +26.2% |
| YTD | +36.3% | -10.4% | +46.7% | +37.0% |
| 1Y | +49.5% | -3.4% | +52.9% | +46.2% |
| 3Y | +170.6% | +111.5% | +59.1% | +88.1% |
| 5Y | +408.4% | +8.8% | +399.6% | +301.5% |
| 10Y | +1,450.4% | +32.9% | +1,417.5% | +843.1% |
| All | +41,936.4% | +892.2% | +41,044.3% | +14,510.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling