+2,307.7%
JCI vs GEN
+8,838.9%
-6,531.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | +3.8% | -1.2% | +5.0% | +4.0% |
| 30D | -5.7% | +10.1% | -15.8% | -7.2% |
| 3M | -1.4% | +16.1% | -17.5% | -4.1% |
| 6M | +4.1% | +38.9% | -34.7% | -2.2% |
| YTD | +21.7% | +14.4% | +7.3% | +17.7% |
| 1Y | +36.1% | +5.9% | +30.3% | +33.2% |
| 3Y | +154.4% | +58.8% | +95.6% | +131.9% |
| 5Y | +112.0% | +24.7% | +87.4% | +98.6% |
| 10Y | +322.2% | +163.1% | +159.2% | +238.4% |
| All | +2,307.7% | +8,838.9% | -6,531.1% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling