+2,059.7%
GS vs JCI
+245.1%
+1,814.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +3.4% | +5.1% | -1.7% | +1.5% |
| 30D | +0.2% | -3.8% | +4.0% | +1.5% |
| 3M | -0.3% | +1.9% | -2.2% | -1.2% |
| 6M | +27.4% | +11.2% | +16.2% | +22.1% |
| YTD | +19.6% | +22.9% | -3.3% | +10.2% |
| 1Y | +42.5% | +37.4% | +5.1% | +25.8% |
| 3Y | +240.4% | +167.8% | +72.6% | +135.8% |
| 5Y | +188.9% | +115.0% | +73.9% | +113.8% |
| 10Y | +642.6% | +325.3% | +317.3% | +332.8% |
| All | +2,059.7% | +245.1% | +1,814.6% | +944.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling