+145.8%
GOOG vs JCI
+165.4%
-19.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.9% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -2.0% | -4.4% | +2.5% | -0.7% |
| 3M | -5.9% | +1.7% | -7.5% | -6.7% |
| 6M | +8.9% | +8.8% | +0.1% | +5.4% |
| YTD | +7.1% | +22.6% | -15.5% | -0.7% |
| 1Y | +39.7% | +36.2% | +3.5% | +24.9% |
| 3Y | +145.8% | +168.0% | -22.2% | +73.2% |
| All | +145.8% | +165.4% | -19.5% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling