+542.4%
GLW vs JCI
+303.0%
+239.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.8% | +4.5% | +6.0% |
| 7D | -5.9% | -3.4% | -2.5% | -3.1% |
| 30D | -26.0% | -10.1% | -15.9% | -20.0% |
| 3M | -29.9% | -6.8% | -23.1% | -25.5% |
| 6M | -37.8% | +2.0% | -39.7% | -36.5% |
| YTD | +33.1% | +19.2% | +13.9% | +25.0% |
| 1Y | +36.8% | +16.7% | +20.1% | +30.3% |
| 3Y | +356.1% | +194.3% | +161.8% | +143.7% |
| 5Y | +243.8% | +103.0% | +140.8% | +123.8% |
| 10Y | +542.4% | +301.7% | +240.7% | +141.1% |
| All | +542.4% | +303.0% | +239.4% | +141.1% |
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