+1,525.1%
JBL vs GME
+285.6%
+1,239.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.3% | +4.9% |
| 7D | +2.4% | +10.4% | -8.0% | +2.0% |
| 30D | -13.1% | +14.1% | -27.2% | -13.6% |
| 3M | -15.6% | -4.6% | -10.9% | -15.5% |
| 6M | +24.6% | -13.5% | +38.1% | +25.1% |
| YTD | +39.6% | +5.3% | +34.3% | +39.1% |
| 1Y | +48.6% | -14.9% | +63.5% | +49.3% |
| 3Y | +197.3% | +24.3% | +173.0% | +181.3% |
| 5Y | +413.0% | -55.6% | +468.6% | +392.8% |
| All | +1,525.1% | +285.6% | +1,239.4% | +799.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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