+98.8%
JCI vs GPC
+3.6%
+95.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.1% |
| 7D | -9.4% | +1.6% | -11.0% | -9.9% |
| 30D | -13.4% | -2.1% | -11.3% | -13.1% |
| 3M | -12.4% | -6.8% | -5.6% | -10.8% |
| 6M | -5.1% | +18.6% | -23.7% | -12.5% |
| YTD | +13.7% | +2.7% | +11.1% | +9.0% |
| 1Y | +11.4% | +1.8% | +9.6% | +7.0% |
| 3Y | +175.9% | +1.1% | +174.8% | +149.3% |
| All | +98.8% | +3.6% | +95.3% | +69.0% |
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