+119.6%
GLW vs JBL
+44.8%
+74.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -0.4% |
| 7D | +11.7% | -1.0% | +12.7% | +13.0% |
| 30D | +2.7% | -15.1% | +17.7% | +20.6% |
| 3M | -2.8% | -14.0% | +11.2% | +14.3% |
| 6M | +20.2% | +20.6% | -0.5% | +10.2% |
| YTD | +87.3% | +32.9% | +54.4% | +62.9% |
| 1Y | +119.6% | +40.5% | +79.1% | +83.8% |
| All | +119.6% | +44.8% | +74.8% | +83.8% |
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