+197.6%
JCI vs GSK
+64.8%
+132.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.5% |
| 7D | +2.9% | -1.1% | +4.0% | +3.0% |
| 30D | -6.9% | +7.8% | -14.8% | -7.5% |
| 3M | -6.3% | +0.3% | -6.6% | -6.2% |
| 6M | +2.6% | +3.4% | -0.9% | +1.8% |
| YTD | +21.8% | +5.9% | +15.9% | +21.5% |
| 1Y | +19.6% | +8.2% | +11.4% | +19.0% |
| All | +197.6% | +64.8% | +132.8% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling