+103.0%
JCI vs GD
+98.0%
+5.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +3.9% |
| 7D | -3.4% | -3.0% | -0.4% | -2.1% |
| 30D | -10.1% | +9.3% | -19.4% | -13.3% |
| 3M | -6.8% | -7.2% | +0.4% | -3.9% |
| 6M | +2.0% | +5.5% | -3.5% | -0.9% |
| YTD | +19.2% | +9.5% | +9.7% | +12.9% |
| 1Y | +16.7% | +6.4% | +10.3% | +12.1% |
| 3Y | +194.3% | +59.8% | +134.5% | +126.8% |
| 5Y | +103.0% | +98.0% | +5.1% | +33.0% |
| All | +103.0% | +98.0% | +5.0% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling