+238.7%
GM vs JCI
+1,066.3%
-827.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.9% |
| 7D | +0.4% | +5.1% | -4.7% | -2.8% |
| 30D | -1.8% | -3.8% | +2.0% | +0.4% |
| 3M | +2.6% | +1.9% | +0.7% | +0.5% |
| 6M | +14.6% | +11.2% | +3.4% | +5.2% |
| YTD | +6.2% | +22.9% | -16.8% | -9.4% |
| 1Y | +48.7% | +37.4% | +11.3% | +17.1% |
| 3Y | +168.3% | +167.8% | +0.5% | +27.7% |
| 5Y | +82.8% | +115.0% | -32.3% | -0.3% |
| 10Y | +226.2% | +325.3% | -99.1% | +6.3% |
| All | +238.7% | +1,066.3% | -827.6% | -43.6% |
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