+114.4%
JCI vs GNRC
-58.7%
+173.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.5% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -4.4% | -15.7% | +11.3% | -0.2% |
| 3M | +1.7% | -27.3% | +29.0% | +9.9% |
| 6M | +8.8% | -12.1% | +20.9% | +11.5% |
| YTD | +22.6% | +37.1% | -14.5% | +12.0% |
| 1Y | +36.2% | -0.5% | +36.7% | +33.7% |
| 3Y | +168.0% | +61.5% | +106.5% | +128.2% |
| All | +114.4% | -58.7% | +173.1% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling