+405.9%
GE vs JBL
+307.7%
+98.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +5.1% | +10.0% | -4.9% | +1.9% |
| 30D | +7.6% | -18.2% | +25.8% | +14.4% |
| 3M | -9.3% | -29.0% | +19.7% | +0.5% |
| 6M | +11.5% | -25.9% | +37.4% | +20.5% |
| YTD | +7.9% | +14.1% | -6.2% | -0.7% |
| 1Y | +7.6% | +21.7% | -14.0% | -3.4% |
| 3Y | +265.9% | +103.8% | +162.0% | +158.7% |
| 5Y | +405.9% | +310.0% | +95.9% | +134.5% |
| All | +405.9% | +307.7% | +98.2% | +134.5% |
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