+436.7%
GE vs JCI
+119.7%
+317.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.2% |
| 7D | +1.2% | +5.1% | -4.0% | -1.4% |
| 30D | -9.5% | -3.8% | -5.7% | -7.7% |
| 3M | +4.1% | +1.9% | +2.2% | +2.7% |
| 6M | +3.9% | +11.2% | -7.3% | -2.4% |
| YTD | +9.0% | +22.9% | -13.9% | -3.0% |
| 1Y | +21.9% | +37.4% | -15.4% | +2.0% |
| 3Y | +281.8% | +167.8% | +114.0% | +123.0% |
| 5Y | +436.7% | +115.0% | +321.7% | +235.3% |
| All | +436.7% | +119.7% | +317.0% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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