+302.6%
JCI vs GAP
+2.4%
+300.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +8.4% | -5.2% | +13.6% | +9.6% |
| 30D | -8.9% | -6.9% | -2.0% | -7.8% |
| 3M | -6.4% | +5.7% | -12.2% | -8.2% |
| 6M | +1.6% | +0.9% | +0.7% | 0.0% |
| YTD | +20.1% | -14.5% | +34.6% | +21.4% |
| 1Y | +17.2% | -12.1% | +29.3% | +17.6% |
| 3Y | +190.7% | +72.2% | +118.6% | +135.7% |
| 5Y | +99.9% | +4.5% | +95.3% | +70.5% |
| All | +302.6% | +2.4% | +300.3% | +170.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling