+13,507.3%
GOOGL vs JCI
+361.7%
+13,145.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.8% |
| 7D | -2.3% | +3.8% | -6.1% | -3.5% |
| 30D | -6.6% | -5.7% | -0.9% | -4.8% |
| 3M | -8.9% | -1.4% | -7.6% | -9.0% |
| 6M | +11.9% | +4.1% | +7.7% | +9.4% |
| YTD | +8.3% | +21.7% | -13.4% | -0.1% |
| 1Y | +46.2% | +36.1% | +10.1% | +29.5% |
| 3Y | +151.9% | +154.4% | -2.6% | +75.8% |
| 5Y | +137.7% | +112.0% | +25.7% | +74.0% |
| 10Y | +757.6% | +322.2% | +435.3% | +378.9% |
| All | +13,507.3% | +361.7% | +13,145.6% | +4,841.8% |
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