+1,525.1%
JBL vs GPC
+86.4%
+1,438.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +2.4% | -3.2% | +5.6% | +4.0% |
| 30D | -13.1% | +0.5% | -13.6% | -13.5% |
| 3M | -15.6% | +31.7% | -47.3% | -28.7% |
| 6M | +24.6% | +24.7% | -0.1% | +8.1% |
| YTD | +39.6% | +11.8% | +27.8% | +26.2% |
| 1Y | +48.6% | -3.0% | +51.6% | +45.2% |
| 3Y | +197.3% | -1.1% | +198.4% | +171.0% |
| 5Y | +413.0% | +30.5% | +382.5% | +282.3% |
| All | +1,525.1% | +86.4% | +1,438.7% | +846.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling