+1,148.2%
JBL vs GPC
+74.9%
+1,073.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +6.3% | +0.4% | +5.9% | +6.1% |
| 30D | -13.5% | -6.3% | -7.2% | -11.0% |
| 3M | -31.3% | -8.2% | -23.2% | -28.8% |
| 6M | -28.4% | +27.1% | -55.5% | -39.0% |
| YTD | +11.6% | +3.1% | +8.5% | +4.4% |
| 1Y | +26.1% | +0.1% | +26.1% | +20.0% |
| 3Y | +97.4% | +0.2% | +97.1% | +75.9% |
| 5Y | +301.0% | +4.9% | +296.1% | +238.5% |
| All | +1,148.2% | +74.9% | +1,073.3% | +643.2% |
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