+2,325.5%
JCI vs GFI
+650.5%
+1,675.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | -4.4% | +10.7% | -15.2% | -4.9% |
| 3M | +1.7% | +25.6% | -24.0% | +0.5% |
| 6M | +8.8% | -8.3% | +17.1% | +8.8% |
| YTD | +22.6% | +6.3% | +16.3% | +21.8% |
| 1Y | +36.2% | +22.1% | +14.1% | +34.3% |
| 3Y | +168.0% | +289.2% | -121.2% | +150.4% |
| 5Y | +113.5% | +531.7% | -418.2% | +93.6% |
| 10Y | +344.3% | +1,043.8% | -699.5% | +285.8% |
| All | +2,325.5% | +650.5% | +1,675.0% | +2,040.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling