+193.4%
JCI vs GH
+598.5%
-405.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.4% | +0.9% | +7.5% | +8.3% |
| 30D | -8.9% | -4.5% | -4.4% | -8.4% |
| 3M | -6.4% | -6.2% | -0.2% | -5.9% |
| 6M | +1.6% | +55.0% | -53.3% | -3.0% |
| YTD | +20.1% | +51.6% | -31.5% | +14.2% |
| 1Y | +17.2% | +58.3% | -41.1% | +10.8% |
| All | +193.4% | +598.5% | -405.1% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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