+11.4%
JCI vs FGI
+46.9%
-35.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -9.4% | -7.0% | -2.4% | -9.4% |
| 30D | -13.4% | -4.2% | -9.2% | -13.4% |
| 3M | -12.4% | +55.6% | -68.0% | -12.8% |
| 6M | -5.1% | -3.2% | -2.0% | -5.1% |
| YTD | +13.7% | +29.1% | -15.4% | +10.5% |
| 1Y | +11.4% | +51.0% | -39.6% | +7.3% |
| All | +11.4% | +46.9% | -35.5% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling