+153.8%
JCI vs GRMN
+6,655.2%
-6,501.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.8% | -2.9% | +6.7% | +4.6% |
| 30D | -5.7% | -8.4% | +2.8% | -3.4% |
| 3M | -1.4% | +15.0% | -16.4% | -5.7% |
| 6M | +4.1% | +11.2% | -7.1% | +0.4% |
| YTD | +21.7% | +37.7% | -16.0% | +10.2% |
| 1Y | +36.1% | +18.5% | +17.7% | +27.9% |
| 3Y | +154.4% | +175.8% | -21.4% | +84.5% |
| 5Y | +112.0% | +75.1% | +36.9% | +72.8% |
| 10Y | +322.2% | +637.0% | -314.8% | +138.3% |
| All | +153.8% | +6,655.2% | -6,501.4% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling