+41.4%
GS vs JCI
+37.7%
+3.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.7% |
| 7D | +0.9% | +3.8% | -2.9% | -0.5% |
| 30D | -1.6% | -5.7% | +4.1% | +0.6% |
| 3M | -4.5% | -1.4% | -3.1% | -4.3% |
| 6M | +20.9% | +4.1% | +16.7% | +18.0% |
| YTD | +19.9% | +21.7% | -1.9% | +11.6% |
| 1Y | +41.4% | +36.1% | +5.3% | +27.6% |
| All | +41.4% | +37.7% | +3.7% | +27.6% |
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