+16.9%
JCI vs GFS
+22.9%
-6.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | +3.2% | +7.4% | -4.2% | +1.3% |
| 30D | -8.6% | -15.3% | +6.7% | -5.0% |
| 3M | -7.7% | -21.1% | +13.4% | -3.0% |
| 6M | -2.6% | -44.5% | +41.9% | +9.9% |
| YTD | +17.4% | +19.2% | -1.9% | +18.9% |
| 1Y | +16.9% | +27.2% | -10.3% | +14.9% |
| All | +16.9% | +22.9% | -6.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling