+27.7%
JCI vs GNRC
+17.5%
+10.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.5% | +3.3% | -3.3% |
| 7D | -10.7% | -6.0% | -4.7% | -8.9% |
| 30D | -10.4% | -12.0% | +1.6% | -7.0% |
| 3M | -8.3% | -13.4% | +5.1% | -4.5% |
| 6M | -2.1% | -26.4% | +24.2% | +6.5% |
| YTD | +18.4% | +38.8% | -20.5% | +12.9% |
| 1Y | +27.7% | +20.9% | +6.8% | +25.2% |
| All | +27.7% | +17.5% | +10.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling