+208.3%
JNJ vs GD
+180.8%
+27.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +5.5% | -1.9% | +7.4% | +6.1% |
| 30D | +7.4% | +10.9% | -3.5% | +3.9% |
| 3M | +7.8% | -6.8% | +14.5% | +10.0% |
| 6M | +28.2% | +7.0% | +21.2% | +25.2% |
| YTD | +37.9% | +11.1% | +26.7% | +32.3% |
| 1Y | +52.4% | +7.0% | +45.3% | +48.0% |
| 3Y | +107.7% | +59.9% | +47.7% | +74.1% |
| 5Y | +96.5% | +102.5% | -5.9% | +49.4% |
| 10Y | +208.3% | +174.0% | +34.3% | +112.6% |
| All | +208.3% | +180.8% | +27.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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