+413.7%
JBL vs GNRC
-58.7%
+472.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.1% | +4.2% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -13.1% | -15.7% | +2.6% | -8.8% |
| 3M | -15.6% | -27.3% | +11.7% | -7.7% |
| 6M | +24.6% | -12.1% | +36.6% | +29.0% |
| YTD | +39.6% | +37.1% | +2.5% | +28.2% |
| 1Y | +48.6% | -0.5% | +49.1% | +47.3% |
| 3Y | +197.3% | +61.5% | +135.7% | +154.1% |
| All | +413.7% | -58.7% | +472.4% | +449.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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