+413.7%
JBL vs GSK
+47.2%
+366.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +2.4% | -3.5% | +5.9% | +2.8% |
| 30D | -13.1% | -3.4% | -9.7% | -12.9% |
| 3M | -15.6% | -8.1% | -7.5% | -15.0% |
| 6M | +24.6% | -11.1% | +35.7% | +25.9% |
| YTD | +39.6% | +0.7% | +38.9% | +38.9% |
| 1Y | +48.6% | +20.1% | +28.5% | +44.4% |
| 3Y | +197.3% | +46.1% | +151.1% | +175.0% |
| All | +413.7% | +47.2% | +366.5% | +387.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling