+95.0%
JCI vs GWW
+218.6%
-123.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | +3.2% | +3.6% | -0.4% | +1.5% |
| 30D | -8.6% | +12.1% | -20.7% | -13.6% |
| 3M | -7.7% | +12.9% | -20.6% | -13.2% |
| 6M | -2.6% | +19.3% | -21.9% | -11.1% |
| YTD | +17.4% | +48.7% | -31.4% | -4.5% |
| 1Y | +16.9% | +60.5% | -43.6% | -8.6% |
| 3Y | +186.7% | +93.3% | +93.5% | +102.1% |
| All | +95.0% | +218.6% | -123.6% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling