+41,936.4%
JBL vs GSK
+1,037.2%
+40,899.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | +3.0% | -1.8% | +4.9% | +3.8% |
| 30D | -8.3% | -2.2% | -6.1% | -7.7% |
| 3M | -16.9% | -1.8% | -15.1% | -17.1% |
| 6M | +21.8% | -10.6% | +32.4% | +26.3% |
| YTD | +36.3% | +4.4% | +31.9% | +31.4% |
| 1Y | +49.5% | +30.4% | +19.1% | +29.9% |
| 3Y | +170.6% | +60.1% | +110.6% | +105.1% |
| 5Y | +408.4% | +46.8% | +361.6% | +293.0% |
| 10Y | +1,450.4% | +79.2% | +1,371.2% | +982.1% |
| All | +41,936.4% | +1,037.2% | +40,899.3% | +19,646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling