+388.3%
JBL vs GME
-58.9%
+447.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -2.9% |
| 7D | -1.0% | +6.0% | -7.1% | -1.4% |
| 30D | -15.1% | +8.3% | -23.4% | -15.5% |
| 3M | -14.0% | -9.1% | -5.0% | -13.6% |
| 6M | +20.6% | -16.3% | +37.0% | +21.8% |
| YTD | +32.9% | +1.5% | +31.4% | +32.5% |
| 1Y | +40.5% | -16.3% | +56.9% | +41.7% |
| 3Y | +183.7% | +15.1% | +168.6% | +155.1% |
| 5Y | +388.3% | -57.2% | +445.5% | +356.5% |
| All | +388.3% | -58.9% | +447.2% | +356.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling