+27.7%
JCI vs GSK
+14.9%
+12.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.3% | -5.9% |
| 7D | -10.7% | +4.9% | -15.6% | -10.3% |
| 30D | -10.4% | +9.9% | -20.3% | -10.3% |
| 3M | -8.3% | +0.2% | -8.4% | -7.4% |
| 6M | -2.1% | +2.3% | -4.5% | -2.3% |
| YTD | +18.4% | +7.1% | +11.3% | +23.0% |
| 1Y | +27.7% | +13.1% | +14.5% | +32.3% |
| All | +27.7% | +14.9% | +12.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling