+110.3%
JCI vs GME
-55.8%
+166.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.2% |
| 7D | +4.1% | +4.8% | -0.8% | +3.8% |
| 30D | -3.8% | +5.9% | -9.7% | -4.1% |
| 3M | -1.6% | -10.7% | +9.1% | -1.2% |
| 6M | +9.5% | -19.8% | +29.3% | +10.5% |
| YTD | +21.7% | -0.9% | +22.7% | +21.5% |
| 1Y | +37.1% | -15.7% | +52.8% | +37.8% |
| 3Y | +165.2% | +12.3% | +152.9% | +141.1% |
| 5Y | +110.3% | -60.1% | +170.3% | +93.7% |
| All | +110.3% | -55.8% | +166.1% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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