+111.6%
JCI vs FGI
-70.0%
+181.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.8% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -10.1% | -3.2% | -6.9% | -10.1% |
| 3M | -6.8% | +64.1% | -70.9% | -7.7% |
| 6M | +2.0% | +17.2% | -15.2% | +1.2% |
| YTD | +19.2% | +31.6% | -12.4% | +17.1% |
| 1Y | +16.7% | +45.1% | -28.3% | +14.3% |
| 3Y | +194.3% | -2.0% | +196.3% | +188.1% |
| All | +111.6% | -70.0% | +181.6% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling