+115.8%
JCI vs GFS
-2.1%
+117.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | +4.1% | +4.5% | -0.4% | +3.0% |
| 30D | -3.8% | -8.2% | +4.4% | -2.0% |
| 3M | -1.6% | -38.9% | +37.2% | +9.5% |
| 6M | +9.5% | -2.9% | +12.4% | +8.2% |
| YTD | +21.7% | +31.8% | -10.0% | +11.0% |
| 1Y | +37.1% | +43.1% | -6.0% | +22.1% |
| 3Y | +165.2% | -20.6% | +185.8% | +160.0% |
| All | +115.8% | -2.1% | +117.9% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling