+1,525.1%
JBL vs GWRE
+131.0%
+1,394.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.9% |
| 7D | +2.4% | -13.2% | +15.7% | +6.0% |
| 30D | -13.1% | -18.6% | +5.5% | -9.8% |
| 3M | -15.6% | +18.9% | -34.5% | -22.7% |
| 6M | +24.6% | -11.0% | +35.5% | +21.4% |
| YTD | +39.6% | -29.9% | +69.5% | +46.1% |
| 1Y | +48.6% | -44.3% | +93.0% | +68.7% |
| 3Y | +197.3% | +51.7% | +145.6% | +116.0% |
| 5Y | +413.0% | +15.4% | +397.5% | +304.8% |
| All | +1,525.1% | +131.0% | +1,394.1% | +819.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling