+114.4%
JCI vs GFI
+524.1%
-409.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +0.7% | -4.9% | +5.6% | +1.1% |
| 30D | -4.4% | +10.7% | -15.2% | -5.1% |
| 3M | +1.7% | +25.6% | -24.0% | -0.2% |
| 6M | +8.8% | -8.3% | +17.1% | +8.7% |
| YTD | +22.6% | +6.3% | +16.3% | +21.3% |
| 1Y | +36.2% | +22.1% | +14.1% | +33.5% |
| 3Y | +168.0% | +289.2% | -121.2% | +143.1% |
| All | +114.4% | +524.1% | -409.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling