+554.2%
GLW vs JCI
+300.9%
+253.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.2% |
| 7D | +15.5% | +8.4% | +7.1% | +9.6% |
| 30D | -19.6% | -8.9% | -10.7% | -13.8% |
| 3M | -28.5% | -6.4% | -22.1% | -24.1% |
| 6M | -39.5% | +1.6% | -41.1% | -38.2% |
| YTD | +37.2% | +20.1% | +17.1% | +28.3% |
| 1Y | +35.4% | +17.2% | +18.2% | +28.6% |
| 3Y | +359.7% | +190.7% | +168.9% | +146.9% |
| 5Y | +244.0% | +99.9% | +144.1% | +126.2% |
| All | +554.2% | +300.9% | +253.3% | +144.1% |
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