+183.0%
JBL vs GSK
+47.2%
+135.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.8% |
| 7D | -1.0% | -5.4% | +4.4% | -1.2% |
| 30D | -15.1% | -4.6% | -10.5% | -15.2% |
| 3M | -14.0% | -5.1% | -8.9% | -14.2% |
| 6M | +20.6% | -11.4% | +32.0% | +20.6% |
| YTD | +32.9% | +0.7% | +32.2% | +33.2% |
| 1Y | +40.5% | +23.0% | +17.5% | +41.4% |
| All | +183.0% | +47.2% | +135.8% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling