+15.3%
JBL vs GGLL
-16.8%
+32.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +5.3% |
| 7D | -5.2% | +6.3% | -11.5% | -5.9% |
| 30D | -17.5% | -35.1% | +17.6% | -13.5% |
| 3M | -26.0% | -37.7% | +11.7% | -22.1% |
| 6M | -28.9% | -54.1% | +25.2% | -21.2% |
| YTD | +10.8% | -29.4% | +40.3% | +7.0% |
| All | +15.3% | -16.8% | +32.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling