+330.8%
JCI vs GRMN
+646.1%
-315.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | -7.7% | -12.1% | +4.4% | -2.8% |
| 3M | +2.8% | +18.0% | -15.2% | -5.2% |
| 6M | +7.2% | +13.7% | -6.5% | +0.3% |
| YTD | +20.0% | +35.3% | -15.3% | +3.4% |
| 1Y | +33.3% | +17.2% | +16.0% | +21.4% |
| 3Y | +161.3% | +179.6% | -18.3% | +46.0% |
| 5Y | +108.8% | +75.6% | +33.2% | +46.3% |
| All | +330.8% | +646.1% | -315.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling