+440.1%
JBL vs GGLL
+328.7%
+111.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -16.9% | -21.9% | +4.9% | -13.7% |
| 6M | +21.8% | +11.7% | +10.1% | +14.9% |
| YTD | +36.3% | +2.3% | +34.0% | +30.7% |
| 1Y | +49.5% | +76.2% | -26.7% | +25.6% |
| 3Y | +170.6% | +245.0% | -74.4% | +80.8% |
| All | +440.1% | +328.7% | +111.4% | +246.7% |
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