+155.5%
JCI vs GGLL
+188.6%
-33.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | -9.4% | +3.1% | -12.5% | -9.8% |
| 30D | -13.4% | -36.3% | +22.9% | -8.8% |
| 3M | -12.4% | -40.4% | +28.0% | -7.2% |
| 6M | -5.1% | -54.6% | +49.5% | +3.5% |
| YTD | +13.7% | -31.1% | +44.9% | +15.4% |
| 1Y | +11.4% | -19.2% | +30.6% | +9.8% |
| 3Y | +175.9% | +151.5% | +24.4% | +114.2% |
| All | +155.5% | +188.6% | -33.1% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling