+197.3%
JBL vs GWRE
+50.1%
+147.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +5.0% |
| 7D | +2.4% | -13.2% | +15.7% | +2.9% |
| 30D | -13.1% | -18.6% | +5.5% | -12.7% |
| 3M | -15.6% | +18.9% | -34.5% | -18.0% |
| 6M | +24.6% | -11.0% | +35.5% | +24.9% |
| YTD | +39.6% | -29.9% | +69.5% | +47.1% |
| 1Y | +48.6% | -44.3% | +93.0% | +65.8% |
| 3Y | +197.3% | +51.7% | +145.6% | +143.8% |
| All | +197.3% | +50.1% | +147.2% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling