+162.1%
JCI vs GIS
-37.3%
+199.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.9% |
| 7D | +0.4% | -8.4% | +8.8% | -0.9% |
| 30D | -7.7% | -5.2% | -2.5% | -8.4% |
| 3M | +2.8% | +8.2% | -5.4% | +3.9% |
| 6M | +7.2% | -12.0% | +19.3% | +6.8% |
| YTD | +20.0% | -18.9% | +38.8% | +18.7% |
| 1Y | +33.3% | -23.6% | +56.9% | +31.4% |
| All | +162.1% | -37.3% | +199.4% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling