+197.3%
JBL vs GDDY
+30.8%
+166.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +5.1% |
| 7D | +2.4% | -3.2% | +5.6% | +2.4% |
| 30D | -13.1% | +6.8% | -19.9% | -13.0% |
| 3M | -15.6% | +30.5% | -46.1% | -16.8% |
| 6M | +24.6% | +13.3% | +11.2% | +23.6% |
| YTD | +39.6% | -21.0% | +60.6% | +49.4% |
| 1Y | +48.6% | -34.0% | +82.6% | +67.0% |
| 3Y | +197.3% | +33.1% | +164.2% | +157.2% |
| All | +197.3% | +30.8% | +166.5% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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