+403.5%
JBL vs GTLB
-50.0%
+453.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +5.9% | +1.3% |
| 7D | +4.4% | +4.6% | -0.2% | +3.7% |
| 30D | -8.4% | +21.0% | -29.4% | -11.1% |
| 3M | -14.2% | +51.7% | -65.9% | -19.6% |
| 6M | +29.6% | +89.3% | -59.7% | +16.3% |
| YTD | +37.1% | +25.6% | +11.4% | +30.2% |
| 1Y | +49.5% | -1.5% | +51.0% | +47.0% |
| 3Y | +192.7% | -9.9% | +202.6% | +181.7% |
| All | +403.5% | -50.0% | +453.4% | +358.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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