+413.7%
JBL vs GDDY
+29.8%
+384.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +4.8% |
| 7D | +2.4% | -3.2% | +5.6% | +2.9% |
| 30D | -13.1% | +6.8% | -19.9% | -14.4% |
| 3M | -15.6% | +30.5% | -46.1% | -22.1% |
| 6M | +24.6% | +13.3% | +11.2% | +17.7% |
| YTD | +39.6% | -21.0% | +60.6% | +48.1% |
| 1Y | +48.6% | -34.0% | +82.6% | +68.7% |
| 3Y | +197.3% | +33.1% | +164.2% | +133.1% |
| All | +413.7% | +29.8% | +384.0% | +323.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling