+132.5%
GOOGL vs JCI
+111.9%
+20.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -1.9% | +4.1% | -5.9% | -3.3% |
| 30D | -7.5% | -3.8% | -3.6% | -6.3% |
| 3M | -9.2% | -1.6% | -7.5% | -9.1% |
| 6M | +8.1% | +9.5% | -1.5% | +3.3% |
| YTD | +5.8% | +21.7% | -15.9% | -3.5% |
| 1Y | +38.3% | +37.1% | +1.2% | +19.9% |
| 3Y | +144.8% | +165.2% | -20.4% | +54.9% |
| 5Y | +132.5% | +110.3% | +22.3% | +59.5% |
| All | +132.5% | +111.9% | +20.7% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling