+119.2%
JCI vs GTLB
-49.8%
+169.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.5% | -1.6% |
| 7D | +0.4% | -4.1% | +4.5% | +0.7% |
| 30D | -7.7% | +12.3% | -20.0% | -8.8% |
| 3M | +2.8% | +65.9% | -63.1% | -2.1% |
| 6M | +7.2% | +104.0% | -96.7% | -0.5% |
| YTD | +20.0% | +26.0% | -6.1% | +16.4% |
| 1Y | +33.3% | -3.5% | +36.7% | +32.6% |
| 3Y | +161.3% | -9.6% | +171.0% | +155.2% |
| All | +119.2% | -49.8% | +169.0% | +110.4% |
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