+116.2%
JCI vs FGI
-70.4%
+186.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +1.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.8% |
| 30D | -5.7% | +65.4% | -71.1% | -6.6% |
| 3M | -1.4% | +23.5% | -24.9% | -2.1% |
| 6M | +4.1% | +60.5% | -56.4% | +2.1% |
| YTD | +21.7% | +30.0% | -8.3% | +19.7% |
| 1Y | +36.1% | +82.1% | -45.9% | +31.9% |
| 3Y | +154.4% | -4.4% | +158.8% | +149.2% |
| All | +116.2% | -70.4% | +186.6% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling