+186.7%
JCI vs GFS
-19.0%
+205.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | +3.2% | +7.4% | -4.2% | +1.2% |
| 30D | -8.6% | -15.3% | +6.7% | -4.6% |
| 3M | -7.7% | -21.1% | +13.4% | -2.3% |
| 6M | -2.6% | -44.5% | +41.9% | +11.2% |
| YTD | +17.4% | +19.2% | -1.9% | +8.4% |
| 1Y | +16.9% | +27.2% | -10.3% | +5.8% |
| 3Y | +186.7% | -20.1% | +206.9% | +179.3% |
| All | +186.7% | -19.0% | +205.8% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling