+99.9%
JCI vs GTLB
-61.5%
+161.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.4% | -3.5% | +11.9% | +8.7% |
| 30D | -8.9% | -9.0% | +0.1% | -8.2% |
| 3M | -6.4% | +15.9% | -22.3% | -7.9% |
| 6M | +1.6% | +104.9% | -103.2% | -5.4% |
| YTD | +20.1% | +26.0% | -5.9% | +16.4% |
| 1Y | +17.2% | +1.8% | +15.4% | +16.1% |
| 3Y | +190.7% | +6.0% | +184.8% | +179.9% |
| 5Y | +99.9% | -62.2% | +162.1% | +95.5% |
| All | +99.9% | -61.5% | +161.4% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling