+202.0%
GS vs JCI
+189.7%
+12.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.8% | -0.1% | +2.3% |
| 7D | +0.8% | -3.4% | +4.2% | +2.3% |
| 30D | +1.2% | -10.1% | +11.3% | +6.2% |
| 3M | -12.4% | -6.8% | -5.6% | -10.0% |
| 6M | -2.3% | +2.0% | -4.3% | -4.7% |
| YTD | +4.6% | +19.2% | -14.6% | -6.9% |
| 1Y | +17.5% | +16.7% | +0.8% | +5.8% |
| 3Y | +202.0% | +194.3% | +7.7% | +73.7% |
| All | +202.0% | +189.7% | +12.3% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling