+867.9%
GLW vs JCI
+323.6%
+544.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +16.9% | +4.1% | +12.8% | +14.0% |
| 30D | +7.0% | -3.8% | +10.8% | +10.0% |
| 3M | -3.0% | -1.6% | -1.3% | -0.6% |
| 6M | +31.0% | +9.5% | +21.5% | +27.0% |
| YTD | +93.4% | +21.7% | +71.7% | +77.0% |
| 1Y | +134.7% | +37.1% | +97.6% | +100.8% |
| 3Y | +471.8% | +165.2% | +306.6% | +222.1% |
| 5Y | +394.5% | +110.3% | +284.2% | +210.9% |
| 10Y | +867.9% | +341.0% | +526.9% | +249.3% |
| All | +867.9% | +323.6% | +544.4% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling