+394.5%
GLW vs JBL
+410.1%
-15.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +16.9% | +4.0% | +12.9% | +14.4% |
| 30D | +7.0% | -7.5% | +14.5% | +11.7% |
| 3M | -3.0% | -14.1% | +11.1% | +6.7% |
| 6M | +31.0% | +25.9% | +5.1% | +22.7% |
| YTD | +93.4% | +36.7% | +56.8% | +75.9% |
| 1Y | +134.7% | +49.0% | +85.7% | +105.8% |
| 3Y | +471.8% | +191.8% | +280.0% | +268.0% |
| 5Y | +394.5% | +409.8% | -15.3% | +130.4% |
| All | +394.5% | +410.1% | -15.6% | +130.4% |
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