+486.7%
GS vs JCI
+304.0%
+182.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.9% |
| 7D | -3.2% | -9.4% | +6.2% | +2.2% |
| 30D | -2.4% | -13.4% | +11.0% | +5.5% |
| 3M | -15.7% | -12.4% | -3.4% | -9.9% |
| 6M | -6.8% | -5.1% | -1.6% | -5.5% |
| YTD | -0.1% | +13.7% | -13.8% | -10.1% |
| 1Y | +12.1% | +11.4% | +0.7% | +2.2% |
| 3Y | +185.8% | +175.9% | +9.9% | +45.5% |
| 5Y | +140.1% | +98.4% | +41.7% | +45.9% |
| All | +486.7% | +304.0% | +182.7% | +104.7% |
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