+39.4%
GOOGL vs JCI
+33.3%
+6.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -3.2% | -7.7% | +4.5% | -1.6% |
| 3M | -6.6% | +2.8% | -9.4% | -7.6% |
| 6M | +8.5% | +7.2% | +1.2% | +5.9% |
| YTD | +6.5% | +20.0% | -13.5% | +0.8% |
| 1Y | +39.4% | +33.3% | +6.2% | +25.3% |
| All | +39.4% | +33.3% | +6.1% | +25.3% |
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