+2,328.9%
JBL vs GNRC
+2,020.8%
+308.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.9% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -15.1% | -15.8% | +0.8% | -10.1% |
| 3M | -14.0% | -24.0% | +10.0% | -6.0% |
| 6M | +20.6% | -13.8% | +34.4% | +25.9% |
| YTD | +32.9% | +33.2% | -0.3% | +19.5% |
| 1Y | +40.5% | -1.8% | +42.3% | +38.4% |
| 3Y | +183.7% | +57.7% | +126.0% | +131.1% |
| 5Y | +388.3% | -59.7% | +448.1% | +469.0% |
| 10Y | +1,464.9% | +430.7% | +1,034.2% | +616.4% |
| All | +2,328.9% | +2,020.8% | +308.0% | +481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling