+341.0%
JCI vs GPC
+83.6%
+257.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +4.1% | -0.6% | +4.7% | +4.3% |
| 30D | -3.8% | +1.3% | -5.1% | -4.5% |
| 3M | -1.6% | +37.1% | -38.7% | -15.9% |
| 6M | +9.5% | +23.2% | -13.7% | -2.0% |
| YTD | +21.7% | +13.1% | +8.7% | +11.7% |
| 1Y | +37.1% | +0.9% | +36.3% | +32.6% |
| 3Y | +165.2% | -0.8% | +166.0% | +147.2% |
| 5Y | +110.3% | +31.1% | +79.2% | +68.5% |
| 10Y | +341.0% | +87.4% | +253.6% | +184.6% |
| All | +341.0% | +83.6% | +257.4% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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