+411.3%
JBL vs GPC
+29.0%
+382.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.5% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | -14.2% | +39.2% | -53.3% | -25.2% |
| 6M | +29.6% | +18.2% | +11.4% | +20.1% |
| YTD | +37.1% | +12.1% | +25.0% | +27.7% |
| 1Y | +49.5% | -0.7% | +50.2% | +46.5% |
| 3Y | +192.7% | -1.7% | +194.3% | +175.3% |
| 5Y | +411.3% | +29.3% | +382.1% | +270.5% |
| All | +411.3% | +29.0% | +382.3% | +270.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling