+2,250.8%
JCI vs GPC
+2,105.4%
+145.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 6M | +1.7% | +21.3% | -19.6% | -10.0% |
| YTD | +18.9% | +4.3% | +14.6% | +11.7% |
| 1Y | +16.1% | +3.3% | +12.9% | +9.5% |
| 3Y | +187.8% | +0.8% | +187.1% | +162.8% |
| 5Y | +103.2% | +7.4% | +95.8% | +77.9% |
| 10Y | +288.2% | +79.2% | +209.0% | +146.3% |
| All | +2,250.8% | +2,105.4% | +145.5% | +353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling