+340.5%
JCI vs GSK
+80.1%
+260.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.7% | -3.5% | +4.3% | +1.8% |
| 30D | -4.4% | -3.4% | -1.0% | -3.6% |
| 3M | +1.7% | -8.1% | +9.8% | +3.8% |
| 6M | +8.8% | -11.1% | +19.9% | +12.2% |
| YTD | +22.6% | +0.7% | +21.9% | +21.3% |
| 1Y | +36.2% | +20.1% | +16.1% | +26.5% |
| 3Y | +168.0% | +46.1% | +121.9% | +125.6% |
| 5Y | +113.5% | +48.2% | +65.2% | +74.2% |
| All | +340.5% | +80.1% | +260.4% | +231.4% |
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