+652.8%
GS vs JCI
+312.8%
+340.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.1% |
| 7D | +0.9% | +3.8% | -2.9% | -1.3% |
| 30D | -1.6% | -5.7% | +4.1% | +1.7% |
| 3M | -4.5% | -1.4% | -3.1% | -4.1% |
| 6M | +20.9% | +4.1% | +16.7% | +16.8% |
| YTD | +19.9% | +21.7% | -1.9% | +4.7% |
| 1Y | +41.4% | +36.1% | +5.3% | +14.7% |
| 3Y | +239.2% | +154.4% | +84.7% | +84.0% |
| 5Y | +185.0% | +112.0% | +73.0% | +67.9% |
| All | +652.8% | +312.8% | +340.0% | +155.7% |
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