+36.2%
JCI vs GEHC
-15.7%
+51.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +0.7% | -7.2% | +7.9% | +1.4% |
| 30D | -4.4% | -11.6% | +7.1% | -3.4% |
| 3M | +1.7% | -0.8% | +2.5% | +1.3% |
| 6M | +8.8% | -11.9% | +20.7% | +11.3% |
| YTD | +22.6% | -21.9% | +44.6% | +27.4% |
| 1Y | +36.2% | -17.8% | +54.1% | +37.6% |
| All | +36.2% | -15.7% | +51.9% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling