+692.8%
GOOGL vs JCI
+291.9%
+401.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +3.9% | +3.2% | +0.7% | +2.6% |
| 30D | -14.9% | -8.6% | -6.3% | -12.5% |
| 3M | -14.6% | -7.7% | -6.8% | -12.7% |
| 6M | -26.4% | -2.6% | -23.9% | -27.0% |
| YTD | -5.3% | +17.4% | -22.7% | -13.4% |
| 1Y | +6.5% | +16.9% | -10.5% | -2.5% |
| 3Y | +126.0% | +186.7% | -60.7% | +38.3% |
| 5Y | +100.8% | +95.4% | +5.5% | +41.0% |
| All | +692.8% | +291.9% | +401.0% | +275.7% |
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