+49.5%
JBL vs GWRE
-25.4%
+74.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.9% | +21.5% | -1.2% |
| 7D | +3.0% | -21.1% | +24.1% | 0.0% |
| 30D | -8.3% | +1.3% | -9.6% | -7.4% |
| 3M | -16.9% | +7.4% | -24.3% | -14.4% |
| 6M | +21.8% | +5.6% | +16.1% | +26.7% |
| YTD | +36.3% | -19.2% | +55.5% | +41.4% |
| 1Y | +49.5% | -25.1% | +74.7% | +54.2% |
| All | +49.5% | -25.4% | +74.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling