+863.6%
GLW vs JBL
+1,523.3%
-659.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +16.9% | +4.0% | +12.9% | +14.5% |
| 30D | +7.0% | -7.5% | +14.5% | +11.6% |
| 3M | -3.0% | -14.1% | +11.1% | +6.8% |
| 6M | +31.0% | +25.9% | +5.1% | +20.9% |
| YTD | +93.4% | +36.7% | +56.8% | +72.2% |
| 1Y | +134.7% | +49.0% | +85.7% | +100.0% |
| 3Y | +471.8% | +191.8% | +280.0% | +230.3% |
| 5Y | +394.5% | +409.8% | -15.3% | +105.2% |
| All | +863.6% | +1,523.3% | -659.7% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling