+4,542.6%
GLW vs JCI
+2,331.5%
+2,211.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.9% |
| 7D | +3.8% | +3.8% | -0.1% | +2.2% |
| 30D | -1.3% | -5.7% | +4.3% | +1.1% |
| 3M | -21.8% | -1.4% | -20.4% | -20.6% |
| 6M | +6.9% | +4.1% | +2.8% | +7.2% |
| YTD | +77.2% | +21.7% | +55.4% | +67.5% |
| 1Y | +123.2% | +36.1% | +87.1% | +102.4% |
| 3Y | +400.0% | +154.4% | +245.6% | +251.7% |
| 5Y | +342.8% | +112.0% | +230.8% | +229.1% |
| 10Y | +771.4% | +322.2% | +449.2% | +396.8% |
| All | +4,542.6% | +2,331.5% | +2,211.1% | +1,250.6% |
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