+139.3%
GS vs JCI
+95.9%
+43.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.7% |
| 7D | -3.2% | -9.4% | +6.2% | +1.5% |
| 30D | -2.4% | -13.4% | +11.0% | +4.5% |
| 3M | -15.7% | -12.4% | -3.4% | -10.6% |
| 6M | -6.8% | -5.1% | -1.6% | -5.6% |
| YTD | -0.1% | +13.7% | -13.8% | -8.9% |
| 1Y | +12.1% | +11.4% | +0.7% | +3.3% |
| 3Y | +185.8% | +175.9% | +9.9% | +60.2% |
| All | +139.3% | +95.9% | +43.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling