+254.6%
GLW vs JBL
+310.5%
-55.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +5.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.9% |
| 30D | -18.2% | -17.0% | -1.2% | -8.4% |
| 3M | -24.2% | -27.4% | +3.2% | -8.4% |
| 6M | -41.7% | -29.1% | -12.6% | -27.5% |
| YTD | +38.3% | +13.6% | +24.7% | +40.9% |
| 1Y | +38.2% | +22.8% | +15.4% | +36.8% |
| 3Y | +363.4% | +103.0% | +260.4% | +264.5% |
| 5Y | +254.6% | +307.4% | -52.8% | +87.9% |
| All | +254.6% | +310.5% | -55.9% | +87.9% |
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 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