+441.5%
JBL vs GGLL
+309.0%
+132.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.6% |
| 7D | +4.0% | -3.9% | +7.9% | +4.8% |
| 30D | -7.5% | -15.4% | +7.9% | -4.6% |
| 3M | -14.1% | -21.9% | +7.8% | -10.9% |
| 6M | +25.9% | +4.5% | +21.4% | +20.4% |
| YTD | +36.7% | -2.4% | +39.1% | +32.3% |
| 1Y | +49.0% | +57.8% | -8.8% | +28.2% |
| 3Y | +191.8% | +227.2% | -35.4% | +97.1% |
| All | +441.5% | +309.0% | +132.5% | +250.8% |
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