+413.7%
JBL vs GWW
+222.0%
+191.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.7% |
| 7D | +2.4% | -3.4% | +5.8% | +4.1% |
| 30D | -13.1% | -1.9% | -11.2% | -12.3% |
| 3M | -15.6% | -2.4% | -13.2% | -15.1% |
| 6M | +24.6% | +15.7% | +8.8% | +14.4% |
| YTD | +39.6% | +27.6% | +12.0% | +21.3% |
| 1Y | +48.6% | +27.2% | +21.4% | +29.2% |
| 3Y | +197.3% | +89.7% | +107.6% | +107.0% |
| All | +413.7% | +222.0% | +191.7% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling