+1,525.1%
JBL vs GFI
+1,066.8%
+458.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.2% |
| 7D | +2.4% | -4.9% | +7.3% | +2.9% |
| 30D | -13.1% | +10.7% | -23.8% | -14.0% |
| 3M | -15.6% | +25.6% | -41.2% | -17.7% |
| 6M | +24.6% | -8.3% | +32.8% | +24.8% |
| YTD | +39.6% | +6.3% | +33.3% | +37.8% |
| 1Y | +48.6% | +22.1% | +26.5% | +44.9% |
| 3Y | +197.3% | +289.2% | -91.9% | +162.4% |
| 5Y | +413.0% | +531.7% | -118.7% | +328.6% |
| All | +1,525.1% | +1,066.8% | +458.2% | +1,319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling