+218.2%
GLD vs JNJ
+194.5%
+23.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | -3.0% | +3.1% | +0.3% |
| 30D | +0.2% | +2.5% | -2.3% | +0.1% |
| 3M | +3.2% | +13.2% | -10.0% | +2.6% |
| 6M | -14.6% | +11.3% | -25.9% | -15.1% |
| YTD | +1.8% | +31.1% | -29.4% | +0.5% |
| 1Y | +20.7% | +54.3% | -33.6% | +18.4% |
| 3Y | +126.5% | +81.1% | +45.4% | +120.7% |
| 5Y | +140.0% | +82.7% | +57.3% | +133.6% |
| 10Y | +218.2% | +196.5% | +21.7% | +204.9% |
| All | +218.2% | +194.5% | +23.7% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 10y: compounded portfolio wealth divided by compounded JNJ 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…
10y analysis · Full analysis span regression · 6 months rolling