+2,309.0%
JCI vs GEN
+8,835.9%
-6,526.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | -6.9% | +31.2% | -38.2% | -11.2% |
| 3M | -6.3% | +6.1% | -12.4% | -8.0% |
| 6M | +2.6% | +38.1% | -35.6% | -3.9% |
| YTD | +21.8% | +14.4% | +7.4% | +16.9% |
| 1Y | +19.6% | +15.1% | +4.5% | +14.6% |
| 3Y | +194.9% | +68.5% | +126.4% | +164.5% |
| 5Y | +108.1% | +35.8% | +72.3% | +91.0% |
| 10Y | +307.6% | +155.4% | +152.2% | +225.7% |
| All | +2,309.0% | +8,835.9% | -6,526.9% | +784.3% |
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