+427.0%
GE vs JCI
+108.1%
+318.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +0.2% |
| 7D | +4.0% | +2.9% | +1.1% | +2.6% |
| 30D | +11.1% | -6.9% | +18.0% | +14.4% |
| 3M | -6.7% | -6.3% | -0.4% | -4.4% |
| 6M | +14.3% | +2.6% | +11.7% | +10.9% |
| YTD | +11.7% | +21.8% | -10.1% | -0.9% |
| 1Y | +10.9% | +19.6% | -8.7% | -0.8% |
| 3Y | +279.0% | +194.9% | +84.1% | +109.3% |
| 5Y | +427.0% | +108.1% | +318.8% | +221.7% |
| All | +427.0% | +108.1% | +318.9% | +221.7% |
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