+27.7%
JCI vs GWW
+55.5%
-27.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.5% | -12.8% | -7.8% |
| 7D | -10.7% | +11.1% | -21.8% | -13.3% |
| 30D | -10.4% | +15.7% | -26.1% | -14.3% |
| 3M | -8.3% | +14.8% | -23.0% | -12.0% |
| 6M | -2.1% | +30.9% | -33.1% | -11.4% |
| YTD | +18.4% | +48.5% | -30.1% | +4.4% |
| 1Y | +27.7% | +57.1% | -29.4% | +10.8% |
| All | +27.7% | +55.5% | -27.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling