+108.1%
JCI vs GSK
+43.9%
+64.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.6% |
| 7D | +2.9% | -1.1% | +4.0% | +3.1% |
| 30D | -6.9% | +7.8% | -14.8% | -8.2% |
| 3M | -6.3% | +0.3% | -6.6% | -6.5% |
| 6M | +2.6% | +3.4% | -0.9% | +1.3% |
| YTD | +21.8% | +5.9% | +15.9% | +20.0% |
| 1Y | +19.6% | +8.2% | +11.4% | +17.3% |
| 3Y | +194.9% | +65.3% | +129.7% | +155.8% |
| 5Y | +108.1% | +43.3% | +64.8% | +79.3% |
| All | +108.1% | +43.9% | +64.3% | +79.3% |
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 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