+130.1%
JCI vs GEHC
+32.6%
+97.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | -8.6% | +21.3% | -29.9% | -12.3% |
| 3M | -7.7% | +12.6% | -20.3% | -10.2% |
| 6M | -2.6% | +34.3% | -36.9% | -9.5% |
| YTD | +17.4% | +1.4% | +15.9% | +16.5% |
| 1Y | +16.9% | +12.5% | +4.5% | +12.7% |
| 3Y | +186.7% | +19.2% | +167.5% | +166.7% |
| All | +130.1% | +32.6% | +97.5% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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