+399.6%
JCI vs GME
+1,082.6%
-683.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +3.8% | +7.2% | -3.4% | +3.4% |
| 30D | -5.7% | +0.8% | -6.5% | -5.7% |
| 3M | -1.4% | -14.0% | +12.6% | -0.6% |
| 6M | +4.1% | -19.7% | +23.9% | +5.3% |
| YTD | +21.7% | -4.6% | +26.3% | +21.7% |
| 1Y | +36.1% | -14.3% | +50.5% | +36.9% |
| 3Y | +154.4% | +4.0% | +150.4% | +133.1% |
| 5Y | +112.0% | -62.2% | +174.2% | +98.8% |
| 10Y | +322.2% | +241.4% | +80.9% | +85.9% |
| All | +399.6% | +1,082.6% | -683.0% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling