+2,307.7%
JCI vs GD
+20,186.5%
-17,878.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +3.8% | -5.3% | +9.1% | +6.0% |
| 30D | -5.7% | -6.4% | +0.8% | -3.3% |
| 3M | -1.4% | +5.7% | -7.1% | -3.8% |
| 6M | +4.1% | -0.9% | +5.1% | +3.8% |
| YTD | +21.7% | +8.2% | +13.6% | +16.9% |
| 1Y | +36.1% | +13.4% | +22.7% | +28.2% |
| 3Y | +154.4% | +68.5% | +85.9% | +104.0% |
| 5Y | +112.0% | +97.2% | +14.9% | +59.5% |
| 10Y | +322.2% | +190.2% | +132.0% | +174.3% |
| All | +2,307.7% | +20,186.5% | -17,878.8% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling