+340.5%
JCI vs GAP
+31.2%
+309.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.6% | +1.7% |
| 7D | +0.7% | -4.1% | +4.8% | +1.6% |
| 30D | -4.4% | +6.2% | -10.7% | -5.9% |
| 3M | +1.7% | -0.7% | +2.4% | +1.2% |
| 6M | +8.8% | -7.1% | +15.9% | +9.2% |
| YTD | +22.6% | -14.1% | +36.7% | +24.4% |
| 1Y | +36.2% | -8.5% | +44.7% | +35.7% |
| 3Y | +168.0% | +115.4% | +52.6% | +107.0% |
| 5Y | +113.5% | +9.8% | +103.6% | +80.6% |
| All | +340.5% | +31.2% | +309.2% | +198.6% |
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