+1,525.1%
JBL vs GSK
+80.1%
+1,445.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +2.4% | -3.5% | +5.9% | +3.6% |
| 30D | -13.1% | -3.4% | -9.7% | -12.3% |
| 3M | -15.6% | -8.1% | -7.5% | -13.9% |
| 6M | +24.6% | -11.1% | +35.7% | +28.4% |
| YTD | +39.6% | +0.7% | +38.9% | +37.1% |
| 1Y | +48.6% | +20.1% | +28.5% | +36.2% |
| 3Y | +197.3% | +46.1% | +151.1% | +140.6% |
| 5Y | +413.0% | +48.2% | +364.7% | +298.5% |
| All | +1,525.1% | +80.1% | +1,445.0% | +1,043.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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