+2,883.5%
GE vs JCI
+2,331.5%
+552.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | -1.6% | +3.8% | -5.4% | -2.8% |
| 30D | -11.6% | -5.7% | -5.9% | -9.9% |
| 3M | +3.0% | -1.4% | +4.4% | +3.3% |
| 6M | -0.5% | +4.1% | -4.7% | -2.1% |
| YTD | +9.7% | +21.7% | -12.0% | +2.7% |
| 1Y | +20.0% | +36.1% | -16.1% | +8.2% |
| 3Y | +275.8% | +154.4% | +121.4% | +176.7% |
| 5Y | +429.1% | +112.0% | +317.0% | +308.6% |
| 10Y | +151.2% | +322.2% | -171.1% | +58.2% |
| All | +2,883.5% | +2,331.5% | +552.0% | +854.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling