+417.9%
GE vs JBL
+410.1%
+7.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -1.2% | +4.0% | -5.2% | -2.5% |
| 30D | -11.3% | -7.5% | -3.8% | -9.3% |
| 3M | -1.4% | -14.1% | +12.7% | +2.6% |
| 6M | +1.2% | +25.9% | -24.7% | -8.4% |
| YTD | +5.9% | +36.7% | -30.7% | -7.1% |
| 1Y | +18.4% | +49.0% | -30.6% | -0.1% |
| 3Y | +271.0% | +191.8% | +79.2% | +130.9% |
| 5Y | +417.9% | +409.8% | +8.2% | +133.1% |
| All | +417.9% | +410.1% | +7.8% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling