+114.4%
JCI vs GTLB
-49.4%
+163.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.3% |
| 7D | +3.2% | -0.7% | +3.9% | +3.2% |
| 30D | -8.6% | -10.2% | +1.6% | -7.8% |
| 3M | -7.7% | +10.1% | -17.8% | -8.7% |
| 6M | -2.6% | +116.5% | -119.0% | -9.8% |
| YTD | +17.4% | +27.2% | -9.8% | +13.7% |
| 1Y | +16.9% | +8.6% | +8.4% | +15.0% |
| 3Y | +186.7% | +5.6% | +181.2% | +176.1% |
| 5Y | +95.4% | -61.8% | +157.2% | +90.2% |
| All | +114.4% | -49.4% | +163.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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