+187.5%
JBL vs GGLL
+253.9%
-66.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | +3.0% | -4.8% | +7.8% | +4.0% |
| 30D | -8.3% | -13.7% | +5.4% | -5.8% |
| 3M | -16.9% | -21.9% | +4.9% | -13.8% |
| 6M | +21.8% | +11.7% | +10.1% | +14.7% |
| YTD | +36.3% | +2.3% | +34.0% | +30.5% |
| 1Y | +49.5% | +76.2% | -26.7% | +25.4% |
| All | +187.5% | +253.9% | -66.4% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling