+606.9%
GEV vs JCI
+128.4%
+478.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -1.4% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | -8.7% | -7.7% | -1.0% | -1.0% |
| 3M | +6.6% | +2.8% | +3.8% | +4.2% |
| 6M | +10.2% | +7.2% | +3.0% | +2.8% |
| YTD | +41.6% | +20.0% | +21.7% | +17.1% |
| 1Y | +43.9% | +33.3% | +10.6% | +5.9% |
| All | +606.9% | +128.4% | +478.5% | +212.9% |
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 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