+3,524.4%
GLW vs JCI
+2,332.8%
+1,191.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +5.0% | +6.4% |
| 7D | +1.4% | +2.9% | -1.5% | +0.7% |
| 30D | -18.2% | -6.9% | -11.3% | -15.4% |
| 3M | -24.2% | -6.3% | -17.9% | -21.3% |
| 6M | -41.7% | +2.6% | -44.3% | -41.0% |
| YTD | +38.3% | +21.8% | +16.5% | +32.1% |
| 1Y | +38.2% | +19.6% | +18.6% | +33.0% |
| 3Y | +363.4% | +194.9% | +168.4% | +211.3% |
| 5Y | +254.6% | +108.1% | +146.4% | +168.2% |
| 10Y | +562.0% | +307.6% | +254.3% | +286.8% |
| All | +3,524.4% | +2,332.8% | +1,191.6% | +964.7% |
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