+95.0%
JCI vs GME
-49.3%
+144.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | +3.2% | +2.9% | +0.3% | +3.0% |
| 30D | -8.6% | -4.8% | -3.8% | -8.4% |
| 3M | -7.7% | +39.2% | -46.9% | -9.3% |
| 6M | -2.6% | +17.1% | -19.6% | -3.5% |
| YTD | +17.4% | +28.7% | -11.4% | +15.6% |
| 1Y | +16.9% | +23.3% | -6.4% | +15.3% |
| 3Y | +186.7% | +112.9% | +73.8% | +149.0% |
| All | +95.0% | -49.3% | +144.3% | +77.3% |
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