+167.7%
JCI vs GGLL
+195.8%
-28.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.5% |
| 7D | -3.4% | +6.3% | -9.8% | -4.2% |
| 30D | -10.1% | -35.1% | +25.0% | -5.6% |
| 3M | -6.8% | -37.7% | +30.9% | -1.8% |
| 6M | +2.0% | -54.1% | +56.1% | +11.1% |
| YTD | +19.2% | -29.4% | +48.6% | +20.5% |
| 1Y | +16.7% | -13.4% | +30.1% | +13.9% |
| 3Y | +194.3% | +158.3% | +36.0% | +127.8% |
| All | +167.7% | +195.8% | -28.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling