+115.8%
JCI vs GFS
-3.7%
+119.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | -5.7% | -8.6% | +2.9% | -3.9% |
| 3M | -1.4% | -46.5% | +45.1% | +13.1% |
| 6M | +4.1% | -4.8% | +9.0% | +3.3% |
| YTD | +21.7% | +29.7% | -7.9% | +11.4% |
| 1Y | +36.1% | +35.8% | +0.3% | +22.7% |
| 3Y | +154.4% | -18.3% | +172.8% | +148.0% |
| All | +115.8% | -3.7% | +119.5% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling