+315.8%
JBL vs GGLL
+188.6%
+127.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -12.3% | +3.1% | -15.4% | -12.9% |
| 30D | -20.2% | -36.3% | +16.2% | -13.4% |
| 3M | -30.6% | -40.4% | +9.7% | -24.2% |
| 6M | -35.8% | -54.6% | +18.9% | -26.6% |
| YTD | +4.9% | -31.1% | +36.1% | +7.5% |
| 1Y | +11.3% | -19.2% | +30.5% | +9.3% |
| 3Y | +89.1% | +151.5% | -62.4% | +32.9% |
| All | +315.8% | +188.6% | +127.2% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling