+8,714.1%
JNJ vs GD
+19,982.5%
-11,268.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.6% |
| 7D | +1.1% | -5.0% | +6.1% | +2.3% |
| 30D | +6.9% | +8.9% | -2.0% | +4.8% |
| 3M | +8.0% | -8.0% | +16.1% | +10.0% |
| 6M | +24.3% | +2.9% | +21.4% | +23.3% |
| YTD | +35.6% | +7.1% | +28.5% | +32.9% |
| 1Y | +51.1% | +5.9% | +45.1% | +48.3% |
| 3Y | +98.3% | +53.9% | +44.4% | +77.4% |
| 5Y | +94.3% | +95.4% | -1.1% | +63.5% |
| 10Y | +214.9% | +193.5% | +21.5% | +137.7% |
| All | +8,714.1% | +19,982.5% | -11,268.4% | +4,585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling