+16.9%
JCI vs FGI
+17.8%
-0.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -25.2% | +22.9% | -2.1% |
| 7D | +3.2% | -14.4% | +17.6% | +3.3% |
| 30D | -8.6% | -11.8% | +3.2% | -8.5% |
| 3M | -7.7% | -46.2% | +38.5% | -7.6% |
| 6M | -2.6% | +5.2% | -7.7% | -2.9% |
| YTD | +17.4% | +10.5% | +6.8% | +14.3% |
| 1Y | +16.9% | +25.5% | -8.6% | +12.7% |
| All | +16.9% | +17.8% | -0.8% | +12.7% |
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