+116.9%
JCI vs GPC
+30.9%
+86.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +3.8% | +1.2% | +2.6% | +3.4% |
| 30D | -5.7% | +6.0% | -11.6% | -7.6% |
| 3M | -1.4% | +42.6% | -44.0% | -14.4% |
| 6M | +4.1% | +22.8% | -18.6% | -4.5% |
| YTD | +21.7% | +15.5% | +6.3% | +12.6% |
| 1Y | +36.1% | +2.0% | +34.1% | +32.6% |
| 3Y | +154.4% | -1.4% | +155.9% | +142.3% |
| All | +116.9% | +30.9% | +86.0% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling