+118.3%
JCI vs FGI
-69.8%
+188.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +5.1% | +5.2% | 0.0% | +5.1% |
| 30D | -3.8% | +65.2% | -69.0% | -4.8% |
| 3M | +1.9% | +30.2% | -28.3% | +1.1% |
| 6M | +11.2% | +87.8% | -76.6% | +8.8% |
| YTD | +22.9% | +32.5% | -9.5% | +20.8% |
| 1Y | +37.4% | +93.6% | -56.2% | +33.0% |
| 3Y | +167.8% | -2.6% | +170.4% | +162.3% |
| All | +118.3% | -69.8% | +188.1% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling