+340.5%
JCI vs GWRE
+131.0%
+209.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.7% | -13.2% | +14.0% | +3.0% |
| 30D | -4.4% | -18.6% | +14.1% | -2.1% |
| 3M | +1.7% | +18.9% | -17.2% | -3.6% |
| 6M | +8.8% | -11.0% | +19.7% | +7.6% |
| YTD | +22.6% | -29.9% | +52.5% | +27.3% |
| 1Y | +36.2% | -44.3% | +80.6% | +49.4% |
| 3Y | +168.0% | +51.7% | +116.3% | +119.2% |
| 5Y | +113.5% | +15.4% | +98.0% | +82.7% |
| All | +340.5% | +131.0% | +209.5% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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