+1,178.0%
JCI vs GNRC
+2,077.0%
-899.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +4.1% | +3.2% | +0.9% | +3.3% |
| 30D | -3.8% | -9.5% | +5.7% | -1.5% |
| 3M | -1.6% | -28.5% | +26.9% | +6.3% |
| 6M | +9.5% | -10.0% | +19.5% | +11.4% |
| YTD | +21.7% | +36.7% | -15.0% | +11.3% |
| 1Y | +37.1% | +2.6% | +34.6% | +33.4% |
| 3Y | +165.2% | +61.9% | +103.3% | +126.1% |
| 5Y | +110.3% | -59.0% | +169.3% | +129.9% |
| 10Y | +341.0% | +444.8% | -103.8% | +160.7% |
| All | +1,178.0% | +2,077.0% | -899.0% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling