+340.5%
JCI vs GIS
-19.5%
+360.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.7% | -6.4% | +7.1% | +1.5% |
| 30D | -4.4% | -6.1% | +1.7% | -3.8% |
| 3M | +1.7% | +7.8% | -6.2% | +0.1% |
| 6M | +8.8% | -8.8% | +17.6% | +9.9% |
| YTD | +22.6% | -19.1% | +41.8% | +26.0% |
| 1Y | +36.2% | -24.8% | +61.0% | +41.4% |
| 3Y | +168.0% | -37.6% | +205.6% | +184.5% |
| 5Y | +113.5% | -25.4% | +138.9% | +114.3% |
| All | +340.5% | -19.5% | +360.0% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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