+95.0%
JCI vs GIS
-33.3%
+128.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -2.0% |
| 7D | +3.2% | -3.4% | +6.5% | +2.9% |
| 30D | -8.6% | +6.9% | -15.5% | -8.1% |
| 3M | -7.7% | -10.1% | +2.4% | -7.8% |
| 6M | -2.6% | +5.9% | -8.4% | -2.4% |
| YTD | +17.4% | -21.1% | +38.5% | +18.4% |
| 1Y | +16.9% | -22.5% | +39.4% | +18.1% |
| 3Y | +186.7% | -39.0% | +225.7% | +190.8% |
| All | +95.0% | -33.3% | +128.4% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling