+110.3%
JCI vs GAP
+6.6%
+103.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.2% |
| 7D | +4.1% | -3.2% | +7.2% | +4.7% |
| 30D | -3.8% | -0.7% | -3.1% | -4.0% |
| 3M | -1.6% | -0.5% | -1.2% | -2.0% |
| 6M | +9.5% | -5.0% | +14.5% | +9.5% |
| YTD | +21.7% | -14.7% | +36.4% | +23.5% |
| 1Y | +37.1% | -8.6% | +45.8% | +36.8% |
| 3Y | +165.2% | +108.4% | +56.8% | +111.3% |
| 5Y | +110.3% | +5.8% | +104.5% | +73.5% |
| All | +110.3% | +6.6% | +103.7% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling