+49.9%
JNJ vs GD
+4.2%
+45.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.5% |
| 7D | +1.1% | -5.0% | +6.1% | +2.0% |
| 30D | +6.9% | +8.9% | -2.0% | +5.1% |
| 3M | +8.0% | -8.0% | +16.1% | +9.3% |
| 6M | +24.3% | +2.9% | +21.4% | +23.6% |
| YTD | +35.6% | +7.1% | +28.5% | +33.5% |
| All | +49.9% | +4.2% | +45.7% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling