+109.1%
GLD vs JNJ
+104.1%
+5.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.3% | +1.7% |
| 7D | +4.9% | +4.3% | +0.7% | +4.6% |
| 30D | -1.3% | +7.9% | -9.2% | -1.9% |
| 3M | -4.8% | +9.4% | -14.1% | -5.4% |
| 6M | -12.5% | +28.8% | -41.3% | -14.8% |
| YTD | -4.2% | +38.5% | -42.7% | -7.2% |
| 1Y | +3.0% | +54.6% | -51.6% | -1.2% |
| 3Y | +109.1% | +108.4% | +0.7% | +91.5% |
| All | +109.1% | +104.1% | +5.0% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling