+2,307.7%
JCI vs GPC
+2,341.8%
-34.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +3.8% | +1.2% | +2.6% | +3.2% |
| 30D | -5.7% | +6.0% | -11.6% | -8.4% |
| 3M | -1.4% | +42.6% | -44.0% | -18.8% |
| 6M | +4.1% | +22.8% | -18.6% | -8.0% |
| YTD | +21.7% | +15.5% | +6.3% | +9.5% |
| 1Y | +36.1% | +2.0% | +34.1% | +30.1% |
| 3Y | +154.4% | -1.4% | +155.9% | +136.3% |
| 5Y | +112.0% | +30.6% | +81.4% | +68.9% |
| 10Y | +322.2% | +80.6% | +241.6% | +169.1% |
| All | +2,307.7% | +2,341.8% | -34.0% | +344.6% |
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 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