+293.5%
JCI vs GSK
+105.0%
+188.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +3.2% | +1.1% | +2.0% | +2.9% |
| 30D | -8.6% | +6.3% | -14.9% | -10.4% |
| 3M | -7.7% | +1.8% | -9.6% | -8.8% |
| 6M | -2.6% | +1.7% | -4.2% | -4.1% |
| YTD | +17.4% | +6.5% | +10.8% | +13.6% |
| 1Y | +16.9% | +9.5% | +7.4% | +12.1% |
| 3Y | +186.7% | +65.3% | +121.4% | +129.8% |
| 5Y | +95.4% | +43.7% | +51.6% | +62.8% |
| All | +293.5% | +105.0% | +188.6% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling