+114.4%
JCI vs GPN
-44.7%
+159.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.7% | -4.6% | +5.3% | +1.9% |
| 30D | -4.4% | -0.3% | -4.2% | -4.6% |
| 3M | +1.7% | +35.4% | -33.8% | -7.3% |
| 6M | +8.8% | +21.7% | -12.9% | +1.5% |
| YTD | +22.6% | +14.9% | +7.8% | +15.5% |
| 1Y | +36.2% | +3.2% | +33.0% | +32.2% |
| 3Y | +168.0% | -27.1% | +195.2% | +185.7% |
| All | +114.4% | -44.7% | +159.1% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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