+110.3%
JCI vs GRMN
+75.7%
+34.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +4.1% | -1.4% | +5.5% | +4.5% |
| 30D | -3.8% | -13.1% | +9.3% | +0.5% |
| 3M | -1.6% | +14.9% | -16.6% | -6.9% |
| 6M | +9.5% | +13.1% | -3.6% | +4.1% |
| YTD | +21.7% | +35.3% | -13.6% | +8.2% |
| 1Y | +37.1% | +16.0% | +21.2% | +28.0% |
| 3Y | +165.2% | +179.6% | -14.4% | +58.4% |
| 5Y | +110.3% | +75.0% | +35.3% | +50.1% |
| All | +110.3% | +75.7% | +34.6% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling