+8,682.5%
JNJ vs GAP
+2,258.2%
+6,424.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.7% | -4.5% | +7.2% | +3.1% |
| 30D | +7.4% | +9.0% | -1.7% | +6.3% |
| 3M | +21.2% | +5.0% | +16.2% | +20.3% |
| 6M | +13.4% | -17.8% | +31.2% | +14.8% |
| YTD | +35.1% | -10.4% | +45.5% | +35.4% |
| 1Y | +57.4% | -3.4% | +60.8% | +56.1% |
| 3Y | +86.8% | +111.5% | -24.7% | +63.3% |
| 5Y | +80.8% | +8.8% | +72.0% | +64.6% |
| 10Y | +202.7% | +32.9% | +169.8% | +145.1% |
| All | +8,682.5% | +2,258.2% | +6,424.2% | +2,833.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling