+339.2%
JBL vs GGLL
+195.8%
+143.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +5.1% |
| 7D | -5.2% | +6.3% | -11.5% | -6.3% |
| 30D | -17.5% | -35.1% | +17.6% | -10.9% |
| 3M | -26.0% | -37.7% | +11.7% | -19.9% |
| 6M | -28.9% | -54.1% | +25.2% | -18.9% |
| YTD | +10.8% | -29.4% | +40.3% | +13.1% |
| 1Y | +18.3% | -13.4% | +31.7% | +14.5% |
| 3Y | +102.2% | +158.3% | -56.1% | +41.4% |
| All | +339.2% | +195.8% | +143.4% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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