+448.8%
GS vs JCI
+290.1%
+158.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +1.6% | -5.9% | +7.4% | +4.9% |
| 30D | +1.7% | -10.4% | +12.0% | +7.7% |
| 3M | -11.6% | -6.1% | -5.5% | -9.2% |
| 6M | -1.9% | +1.7% | -3.6% | -4.6% |
| YTD | +5.1% | +18.9% | -13.8% | -7.9% |
| 1Y | +16.4% | +16.1% | +0.3% | +3.5% |
| 3Y | +199.0% | +187.8% | +11.1% | +47.9% |
| 5Y | +157.4% | +103.2% | +54.2% | +54.2% |
| All | +448.8% | +290.1% | +158.7% | +85.5% |
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 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