+27.7%
JCI vs GEN
+20.2%
+7.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.2% | -5.6% |
| 7D | -10.7% | +26.9% | -37.5% | -7.3% |
| 30D | -10.4% | +38.6% | -49.0% | -5.7% |
| 3M | -8.3% | +9.7% | -18.0% | -6.7% |
| 6M | -2.1% | +58.9% | -61.0% | +3.6% |
| YTD | +18.4% | +15.3% | +3.0% | +18.7% |
| 1Y | +27.7% | +21.8% | +5.9% | +28.8% |
| All | +27.7% | +20.2% | +7.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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