+816.6%
GLD vs JNJ
+736.4%
+80.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +4.4% | +7.4% | -3.0% | +4.3% |
| 3M | -1.1% | +21.2% | -22.3% | -1.4% |
| 6M | -13.8% | +13.4% | -27.2% | -14.0% |
| YTD | +2.6% | +35.1% | -32.5% | +2.1% |
| 1Y | +24.5% | +57.4% | -32.9% | +23.6% |
| 3Y | +125.8% | +86.8% | +39.1% | +123.8% |
| 5Y | +137.8% | +80.8% | +57.0% | +135.7% |
| 10Y | +221.4% | +202.7% | +18.6% | +219.7% |
| All | +816.6% | +736.4% | +80.1% | +810.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling