+9.7%
GE vs JBL
+20.0%
-10.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | +2.7% | +6.3% | -3.7% | +0.9% |
| 30D | +8.1% | -13.5% | +21.6% | +11.9% |
| 3M | -7.9% | -31.3% | +23.5% | +1.1% |
| 6M | +12.9% | -28.4% | +41.3% | +20.7% |
| YTD | +8.2% | +11.6% | -3.4% | -1.0% |
| 1Y | +9.7% | +26.1% | -16.5% | -0.3% |
| All | +9.7% | +20.0% | -10.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling