+40,884.8%
JBL vs GFI
+959.1%
+39,925.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.6% |
| 7D | -1.0% | -5.1% | +4.1% | -0.7% |
| 30D | -15.1% | +13.4% | -28.5% | -15.8% |
| 3M | -14.0% | +36.2% | -50.3% | -15.8% |
| 6M | +20.6% | -9.8% | +30.4% | +20.9% |
| YTD | +32.9% | +7.7% | +25.2% | +31.7% |
| 1Y | +40.5% | +27.2% | +13.3% | +37.9% |
| 3Y | +183.7% | +300.3% | -116.5% | +159.4% |
| 5Y | +388.3% | +539.8% | -151.4% | +330.3% |
| 10Y | +1,464.9% | +1,058.5% | +406.4% | +1,205.0% |
| All | +40,884.8% | +959.1% | +39,925.6% | +32,064.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling