+2,307.7%
JCI vs GSK
+1,705.8%
+601.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +3.8% | -1.8% | +5.7% | +4.4% |
| 30D | -5.7% | -2.2% | -3.5% | -5.2% |
| 3M | -1.4% | -1.8% | +0.4% | -1.4% |
| 6M | +4.1% | -10.6% | +14.7% | +7.0% |
| YTD | +21.7% | +4.4% | +17.3% | +19.3% |
| 1Y | +36.1% | +30.4% | +5.7% | +24.2% |
| 3Y | +154.4% | +60.1% | +94.4% | +113.9% |
| 5Y | +112.0% | +46.8% | +65.2% | +80.9% |
| 10Y | +322.2% | +79.2% | +243.0% | +235.4% |
| All | +2,307.7% | +1,705.8% | +601.9% | +848.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling