+113.2%
JCI vs FGI
-66.3%
+179.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.5% |
| 7D | +8.4% | +13.5% | -5.1% | +8.3% |
| 30D | -8.9% | +17.1% | -26.0% | -9.0% |
| 3M | -6.4% | +78.0% | -84.5% | -7.4% |
| 6M | +1.6% | +46.4% | -44.8% | +0.6% |
| YTD | +20.1% | +47.7% | -27.6% | +17.8% |
| 1Y | +17.2% | +56.8% | -39.6% | +14.7% |
| 3Y | +190.7% | +12.3% | +178.5% | +183.9% |
| All | +113.2% | -66.3% | +179.5% | +113.2% |
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