+421.2%
GLW vs JCI
+165.5%
+255.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.3% |
| 7D | +3.8% | +3.8% | -0.1% | +0.9% |
| 30D | -1.3% | -5.7% | +4.3% | +3.1% |
| 3M | -21.8% | -1.4% | -20.4% | -20.0% |
| 6M | +6.9% | +4.1% | +2.8% | +6.6% |
| YTD | +77.2% | +21.7% | +55.4% | +64.1% |
| 1Y | +123.2% | +36.1% | +87.1% | +97.0% |
| All | +421.2% | +165.5% | +255.7% | +253.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling