+138.9%
GLD vs JNJ
+80.3%
+58.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +0.3% | +4.3% | -4.0% | +0.1% |
| 3M | +0.6% | +16.5% | -15.9% | -0.3% |
| 6M | -15.6% | +13.1% | -28.7% | -16.2% |
| YTD | +0.9% | +32.1% | -31.3% | -0.7% |
| 1Y | +19.4% | +54.5% | -35.1% | +16.7% |
| 3Y | +124.5% | +82.5% | +41.9% | +117.9% |
| 5Y | +138.9% | +80.0% | +58.9% | +123.2% |
| All | +138.9% | +80.3% | +58.6% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling