+3.6%
GOOG vs JCI
+27.0%
-23.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.3% | +9.5% | +4.1% |
| 7D | -10.7% | -10.7% | -0.1% | -9.3% |
| 30D | -16.4% | -10.4% | -6.0% | -15.2% |
| 3M | -23.4% | -8.3% | -15.1% | -22.5% |
| 6M | -24.2% | -2.1% | -22.1% | -24.3% |
| YTD | -8.3% | +18.4% | -26.6% | -11.8% |
| 1Y | +3.6% | +27.7% | -24.1% | -2.3% |
| All | +3.6% | +27.0% | -23.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling