+1,787.3%
JBL vs GME
+1,066.0%
+721.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +4.4% | +0.4% | +4.0% | +4.4% |
| 30D | -8.4% | -1.4% | -7.0% | -8.3% |
| 3M | -14.2% | -15.1% | +1.0% | -13.1% |
| 6M | +29.6% | -22.5% | +52.1% | +32.2% |
| YTD | +37.1% | -5.9% | +43.0% | +37.3% |
| 1Y | +49.5% | -18.6% | +68.1% | +51.6% |
| 3Y | +192.7% | +6.7% | +186.0% | +157.8% |
| 5Y | +411.3% | -62.0% | +473.3% | +368.3% |
| 10Y | +1,447.6% | +239.5% | +1,208.2% | +362.7% |
| All | +1,787.3% | +1,066.0% | +721.3% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling