+13,447.0%
GOOG vs JCI
+366.2%
+13,080.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +1.1% | +5.1% | -4.0% | -0.7% |
| 30D | -5.1% | -3.8% | -1.2% | -3.9% |
| 3M | -7.1% | +1.9% | -9.0% | -8.1% |
| 6M | +12.7% | +11.2% | +1.5% | +7.7% |
| YTD | +7.1% | +22.9% | -15.9% | -1.5% |
| 1Y | +43.6% | +37.4% | +6.2% | +26.8% |
| 3Y | +146.8% | +167.8% | -21.1% | +69.1% |
| 5Y | +133.7% | +115.0% | +18.6% | +70.3% |
| 10Y | +773.3% | +325.3% | +448.0% | +386.8% |
| All | +13,447.0% | +366.2% | +13,080.7% | +4,803.9% |
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