+49.5%
JBL vs GPC
+1.0%
+48.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.5% |
| 7D | +3.0% | +1.2% | +1.8% | +3.0% |
| 30D | -8.3% | +6.0% | -14.2% | -8.3% |
| 3M | -16.9% | +42.6% | -59.5% | -21.2% |
| 6M | +21.8% | +22.8% | -1.0% | +17.2% |
| YTD | +36.3% | +15.5% | +20.9% | +26.3% |
| 1Y | +49.5% | +2.0% | +47.5% | +44.4% |
| All | +49.5% | +1.0% | +48.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling