+108.8%
JCI vs GIS
-25.0%
+133.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.5% |
| 7D | +0.4% | -8.4% | +8.8% | +0.2% |
| 30D | -7.7% | -5.2% | -2.5% | -7.9% |
| 3M | +2.8% | +8.2% | -5.4% | +2.6% |
| 6M | +7.2% | -12.0% | +19.3% | +7.9% |
| YTD | +20.0% | -18.9% | +38.8% | +21.0% |
| 1Y | +33.3% | -23.6% | +56.9% | +34.8% |
| 3Y | +161.3% | -37.6% | +198.9% | +165.7% |
| 5Y | +108.8% | -25.2% | +134.0% | +89.3% |
| All | +108.8% | -25.0% | +133.8% | +89.3% |
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