+27.7%
JCI vs GAP
+10.4%
+17.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.0% | -14.3% | -7.0% |
| 7D | -10.7% | +8.0% | -18.6% | -11.4% |
| 30D | -10.4% | +2.7% | -13.1% | -10.6% |
| 3M | -8.3% | +16.0% | -24.3% | -10.1% |
| 6M | -2.1% | +2.0% | -4.2% | -2.6% |
| YTD | +18.4% | -4.4% | +22.8% | +19.5% |
| 1Y | +27.7% | +9.2% | +18.5% | +23.4% |
| All | +27.7% | +10.4% | +17.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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