+304.3%
JCI vs GD
+190.6%
+113.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +3.1% |
| 7D | -9.4% | -5.0% | -4.4% | -6.7% |
| 30D | -13.4% | +8.9% | -22.3% | -17.5% |
| 3M | -12.4% | -8.0% | -4.3% | -8.5% |
| 6M | -5.1% | +2.9% | -8.0% | -7.6% |
| YTD | +13.7% | +7.1% | +6.7% | +7.1% |
| 1Y | +11.4% | +5.9% | +5.5% | +5.5% |
| 3Y | +175.9% | +53.9% | +122.0% | +105.0% |
| 5Y | +98.4% | +95.4% | +3.0% | +24.1% |
| All | +304.3% | +190.6% | +113.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling