+463.3%
GLW vs JBL
+189.9%
+273.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.2% |
| 7D | +14.0% | +4.4% | +9.6% | +11.2% |
| 30D | +0.4% | -8.4% | +8.8% | +5.7% |
| 3M | -11.3% | -14.2% | +2.8% | -2.1% |
| 6M | +35.1% | +29.6% | +5.5% | +26.2% |
| YTD | +90.5% | +37.1% | +53.5% | +75.2% |
| 1Y | +132.0% | +49.5% | +82.5% | +106.8% |
| 3Y | +463.3% | +192.7% | +270.6% | +315.5% |
| All | +463.3% | +189.9% | +273.5% | +315.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling