+2,257.0%
JCI vs GEN
+8,591.0%
-6,333.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -10.1% | +28.2% | -38.3% | -13.9% |
| 3M | -6.8% | +2.6% | -9.4% | -8.0% |
| 6M | +2.0% | +32.7% | -30.7% | -3.9% |
| YTD | +19.2% | +11.3% | +7.9% | +14.8% |
| 1Y | +16.7% | +17.9% | -1.2% | +11.4% |
| 3Y | +194.3% | +66.3% | +128.0% | +164.5% |
| 5Y | +103.0% | +31.7% | +71.4% | +87.2% |
| 10Y | +301.7% | +150.0% | +151.7% | +222.1% |
| All | +2,257.0% | +8,591.0% | -6,333.9% | +768.9% |
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