+1,710.5%
GS vs JCI
+210.8%
+1,499.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.5% | +0.1% | -4.0% |
| 7D | -6.3% | -16.9% | +10.6% | 0.0% |
| 30D | -3.1% | -17.2% | +14.0% | +3.4% |
| 3M | -17.7% | -14.2% | -3.4% | -13.4% |
| 6M | -4.6% | -8.7% | +4.2% | -2.1% |
| YTD | +0.3% | +10.7% | -10.4% | -4.4% |
| 1Y | +11.7% | +9.7% | +2.0% | +6.9% |
| 3Y | +183.6% | +166.9% | +16.6% | +96.1% |
| 5Y | +141.0% | +93.1% | +47.8% | +84.8% |
| 10Y | +507.4% | +300.3% | +207.1% | +261.7% |
| All | +1,710.5% | +210.8% | +1,499.7% | +806.1% |
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