+741.6%
JCI vs GWRE
+736.4%
+5.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | +0.4% | -30.9% | +31.4% | +5.8% |
| 30D | -7.7% | -20.7% | +13.0% | -5.1% |
| 3M | +2.8% | +20.2% | -17.4% | -2.4% |
| 6M | +7.2% | -11.9% | +19.1% | +6.2% |
| YTD | +20.0% | -30.3% | +50.3% | +23.7% |
| 1Y | +33.3% | -44.6% | +77.9% | +44.0% |
| 3Y | +161.3% | +48.8% | +112.5% | +123.1% |
| 5Y | +108.8% | +14.8% | +94.0% | +83.7% |
| 10Y | +334.6% | +128.1% | +206.5% | +228.1% |
| All | +741.6% | +736.4% | +5.3% | +497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling