+142.5%
JCI vs GPN
+2,449.8%
-2,307.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | +4.1% | -6.2% | +10.3% | +6.1% |
| 30D | -3.8% | +1.0% | -4.9% | -4.4% |
| 3M | -1.6% | +36.9% | -38.5% | -11.6% |
| 6M | +9.5% | +16.8% | -7.3% | +2.5% |
| YTD | +21.7% | +13.2% | +8.5% | +13.9% |
| 1Y | +37.1% | +1.4% | +35.7% | +32.2% |
| 3Y | +165.2% | -28.6% | +193.8% | +180.0% |
| 5Y | +110.3% | -47.0% | +157.3% | +136.7% |
| 10Y | +341.0% | +25.2% | +315.8% | +270.2% |
| All | +142.5% | +2,449.8% | -2,307.3% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling