+16.0%
GS vs JCI
+14.5%
+1.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.2% |
| 7D | +5.9% | +3.2% | +2.7% | +4.6% |
| 30D | +4.3% | -8.6% | +12.9% | +7.6% |
| 3M | -11.7% | -7.7% | -3.9% | -9.3% |
| 6M | -3.2% | -2.6% | -0.6% | -3.1% |
| YTD | +5.8% | +17.4% | -11.6% | -1.5% |
| 1Y | +16.0% | +16.9% | -0.9% | +9.7% |
| All | +16.0% | +14.5% | +1.5% | +9.7% |
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 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