+1,176.2%
JBL vs GPC
+74.2%
+1,102.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +10.0% | -1.3% | +11.3% | +10.7% |
| 30D | -18.2% | -6.0% | -12.2% | -16.0% |
| 3M | -29.0% | -7.6% | -21.4% | -26.6% |
| 6M | -25.9% | +24.2% | -50.1% | -36.0% |
| YTD | +14.1% | +2.7% | +11.4% | +7.0% |
| 1Y | +21.7% | +0.2% | +21.5% | +15.7% |
| 3Y | +103.8% | -0.8% | +104.6% | +82.7% |
| 5Y | +310.0% | +4.4% | +305.6% | +246.8% |
| All | +1,176.2% | +74.2% | +1,102.1% | +661.5% |
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