+186.7%
JCI vs GGLL
+166.5%
+20.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | +3.2% | +7.7% | -4.5% | +2.3% |
| 30D | -8.6% | -30.2% | +21.6% | -5.1% |
| 3M | -7.7% | -31.3% | +23.5% | -4.2% |
| 6M | -2.6% | -52.1% | +49.5% | +5.3% |
| YTD | +17.4% | -25.9% | +43.2% | +17.6% |
| 1Y | +16.9% | -8.5% | +25.4% | +13.1% |
| 3Y | +186.7% | +165.5% | +21.2% | +122.9% |
| All | +186.7% | +166.5% | +20.2% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling