+123.2%
GLW vs JBL
+52.3%
+70.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.2% |
| 7D | +3.8% | +3.0% | +0.7% | +0.8% |
| 30D | -1.3% | -8.3% | +6.9% | +6.9% |
| 3M | -21.8% | -16.9% | -4.9% | -5.1% |
| 6M | +6.9% | +21.8% | -14.9% | -3.2% |
| YTD | +77.2% | +36.3% | +40.8% | +49.9% |
| 1Y | +123.2% | +49.5% | +73.7% | +79.9% |
| All | +123.2% | +52.3% | +70.9% | +79.9% |
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