+186.7%
JCI vs GAP
+70.6%
+116.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.1% |
| 7D | +3.2% | -1.9% | +5.1% | +3.5% |
| 30D | -8.6% | -7.1% | -1.5% | -7.8% |
| 3M | -7.7% | +4.1% | -11.8% | -8.7% |
| 6M | -2.6% | +1.9% | -4.5% | -3.8% |
| YTD | +17.4% | -15.2% | +32.6% | +18.7% |
| 1Y | +16.9% | -10.6% | +27.6% | +17.1% |
| 3Y | +186.7% | +74.6% | +112.2% | +163.1% |
| All | +186.7% | +70.6% | +116.2% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling