+2,044.3%
GLW vs JBL
+35,525.4%
-33,481.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +6.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.8% |
| 30D | -18.2% | -17.0% | -1.2% | -13.1% |
| 3M | -24.2% | -27.4% | +3.2% | -15.9% |
| 6M | -41.7% | -29.1% | -12.6% | -34.0% |
| YTD | +38.3% | +13.6% | +24.7% | +37.7% |
| 1Y | +38.2% | +22.8% | +15.4% | +34.8% |
| 3Y | +363.4% | +103.0% | +260.4% | +282.5% |
| 5Y | +254.6% | +307.4% | -52.8% | +136.9% |
| 10Y | +562.0% | +1,173.9% | -612.0% | +219.6% |
| All | +2,044.3% | +35,525.4% | -33,481.2% | +745.1% |
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