+288.2%
JCI vs GPC
+85.0%
+203.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | -5.9% | +0.4% | -6.2% | -6.0% |
| 30D | -10.4% | -1.8% | -8.5% | -10.0% |
| 3M | -6.1% | -6.6% | +0.5% | -3.9% |
| 6M | +1.7% | +21.3% | -19.6% | -8.8% |
| YTD | +18.9% | +4.3% | +14.6% | +12.4% |
| 1Y | +16.1% | +3.3% | +12.9% | +10.1% |
| 3Y | +187.8% | +0.8% | +187.1% | +163.6% |
| 5Y | +103.2% | +7.4% | +95.8% | +78.4% |
| 10Y | +288.2% | +79.2% | +209.0% | +156.6% |
| All | +288.2% | +85.0% | +203.2% | +156.6% |
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