+780.7%
GOOG vs JCI
+348.5%
+432.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -2.0% | -4.4% | +2.5% | -0.3% |
| 3M | -5.9% | +1.7% | -7.5% | -7.0% |
| 6M | +8.9% | +8.8% | +0.1% | +4.3% |
| YTD | +7.1% | +22.6% | -15.5% | -2.7% |
| 1Y | +39.7% | +36.2% | +3.5% | +21.3% |
| 3Y | +145.8% | +168.0% | -22.2% | +57.0% |
| 5Y | +138.6% | +113.5% | +25.1% | +63.4% |
| All | +780.7% | +348.5% | +432.1% | +316.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling