+169.8%
JCI vs GGLL
+217.5%
-47.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -1.9% |
| 7D | +8.4% | +11.5% | -3.1% | +6.9% |
| 30D | -8.9% | -31.2% | +22.3% | -5.0% |
| 3M | -6.4% | -28.7% | +22.2% | -3.1% |
| 6M | +1.6% | -47.2% | +48.8% | +8.6% |
| YTD | +20.1% | -24.3% | +44.3% | +20.3% |
| 1Y | +17.2% | -12.0% | +29.2% | +14.4% |
| 3Y | +190.7% | +169.6% | +21.1% | +123.9% |
| All | +169.8% | +217.5% | -47.7% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling