+3,093.2%
GLW vs JCI
+2,171.6%
+921.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.5% |
| 7D | -13.9% | -9.4% | -4.5% | -10.2% |
| 30D | -35.0% | -13.4% | -21.6% | -30.8% |
| 3M | -32.4% | -12.4% | -20.0% | -28.0% |
| 6M | -41.3% | -5.1% | -36.2% | -38.8% |
| YTD | +21.8% | +13.7% | +8.1% | +19.4% |
| 1Y | +21.8% | +11.4% | +10.4% | +20.6% |
| 3Y | +307.7% | +175.9% | +131.8% | +181.0% |
| 5Y | +213.7% | +98.4% | +115.3% | +141.7% |
| 10Y | +509.3% | +311.2% | +198.1% | +255.4% |
| All | +3,093.2% | +2,171.6% | +921.6% | +863.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling