+110.3%
JCI vs GSK
+47.3%
+63.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +4.1% | -3.6% | +7.7% | +4.7% |
| 30D | -3.8% | -5.9% | +2.1% | -2.8% |
| 3M | -1.6% | -4.3% | +2.6% | -1.2% |
| 6M | +9.5% | -10.8% | +20.3% | +11.6% |
| YTD | +21.7% | +1.8% | +19.9% | +20.9% |
| 1Y | +37.1% | +23.5% | +13.7% | +30.7% |
| 3Y | +165.2% | +49.5% | +115.6% | +136.4% |
| 5Y | +110.3% | +49.7% | +60.6% | +80.9% |
| All | +110.3% | +47.3% | +63.0% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling