+312.2%
JCI vs GD
+190.3%
+121.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.9% |
| 7D | +3.8% | -5.3% | +9.1% | +7.0% |
| 30D | -5.7% | -6.4% | +0.8% | -2.2% |
| 3M | -1.4% | +5.7% | -7.1% | -5.0% |
| 6M | +4.1% | -0.9% | +5.1% | +3.6% |
| YTD | +21.7% | +8.2% | +13.6% | +14.3% |
| 1Y | +36.1% | +13.4% | +22.7% | +23.9% |
| 3Y | +154.4% | +68.5% | +85.9% | +78.1% |
| 5Y | +112.0% | +97.2% | +14.9% | +32.1% |
| All | +312.2% | +190.3% | +121.9% | +98.2% |
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