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  • JBL vs GDDY✓SelectedUSD · GDDYJBL vs GDDY performance historyLatest closeAs of+5.05%09/11
Stock and ETF performance explorer

JBL vs GDDY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,389.3%
GDDY return
+390.3%
Excess return
+998.9%
Maximum drawdown
-57.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDDYExcessAlpha
1D+5.0%+1.8%+3.3%+4.6%
7D+2.4%-3.2%+5.6%+3.2%
30D-13.1%+6.8%-19.9%-15.2%
3M-15.6%+30.5%-46.1%-24.3%
6M+24.6%+13.3%+11.2%+15.0%
YTD+39.6%-21.0%+60.6%+43.8%
1Y+48.6%-34.0%+82.6%+62.9%
3Y+197.3%+33.1%+164.2%+144.4%
5Y+413.0%+30.3%+382.7%+318.9%
10Y+1,543.9%+205.5%+1,338.4%+982.9%
All+1,389.3%+390.3%+998.9%+869.1%

Cumulative growth

Daily Returns

Daily percentage return beside GDDY.

Daily Out/Under-Performance

Portfolio return minus GDDY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GDDY 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 GDDY 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