+192.5%
JNJ vs GAP
+31.2%
+161.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -3.5% | -4.1% | +0.6% | -3.3% |
| 30D | +2.3% | +6.2% | -3.9% | +2.0% |
| 3M | +12.0% | -0.7% | +12.7% | +11.9% |
| 6M | +10.5% | -7.1% | +17.6% | +10.6% |
| YTD | +30.4% | -14.1% | +44.5% | +30.8% |
| 1Y | +52.1% | -8.5% | +60.6% | +51.9% |
| 3Y | +77.8% | +115.4% | -37.6% | +64.7% |
| 5Y | +82.9% | +9.8% | +73.1% | +74.6% |
| All | +192.5% | +31.2% | +161.3% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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