+302.6%
JCI vs GPC
+74.2%
+228.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +8.4% | -1.3% | +9.7% | +9.0% |
| 30D | -8.9% | -6.0% | -2.9% | -6.8% |
| 3M | -6.4% | -7.6% | +1.2% | -3.8% |
| 6M | +1.6% | +24.2% | -22.6% | -9.9% |
| YTD | +20.1% | +2.7% | +17.4% | +14.3% |
| 1Y | +17.2% | +0.2% | +17.1% | +12.7% |
| 3Y | +190.7% | -0.8% | +191.5% | +167.9% |
| 5Y | +99.9% | +4.4% | +95.4% | +77.8% |
| All | +302.6% | +74.2% | +228.5% | +167.6% |
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