+166.0%
JCI vs GTLB
-12.2%
+178.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | +4.1% | -6.6% | +10.6% | +4.5% |
| 30D | -3.8% | +13.7% | -17.6% | -4.9% |
| 3M | -1.6% | +52.9% | -54.5% | -5.0% |
| 6M | +9.5% | +88.5% | -79.0% | +3.1% |
| YTD | +21.7% | +23.4% | -1.7% | +20.4% |
| 1Y | +37.1% | -3.8% | +41.0% | +39.9% |
| All | +166.0% | -12.2% | +178.2% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling