+2,646.7%
GLW vs JBL
+42,637.0%
-39,990.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.2% |
| 7D | +3.8% | +3.0% | +0.7% | +2.9% |
| 30D | -1.3% | -8.3% | +6.9% | +1.3% |
| 3M | -21.8% | -16.9% | -4.9% | -16.4% |
| 6M | +6.9% | +21.8% | -14.9% | +3.3% |
| YTD | +77.2% | +36.3% | +40.8% | +66.0% |
| 1Y | +123.2% | +49.5% | +73.7% | +103.6% |
| 3Y | +400.0% | +170.6% | +229.4% | +274.5% |
| 5Y | +342.8% | +408.4% | -65.6% | +175.0% |
| 10Y | +771.4% | +1,450.4% | -679.0% | +293.8% |
| All | +2,646.7% | +42,637.0% | -39,990.4% | +918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling