+261.8%
JNJ vs GDDY
+390.3%
-128.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -3.3% |
| 30D | +2.3% | +6.8% | -4.5% | +1.8% |
| 3M | +12.0% | +30.5% | -18.5% | +9.5% |
| 6M | +10.5% | +13.3% | -2.9% | +8.9% |
| YTD | +30.4% | -21.0% | +51.4% | +32.0% |
| 1Y | +52.1% | -34.0% | +86.1% | +56.2% |
| 3Y | +77.8% | +33.1% | +44.7% | +68.7% |
| 5Y | +82.9% | +30.3% | +52.6% | +72.0% |
| 10Y | +194.8% | +205.5% | -10.7% | +155.5% |
| All | +261.8% | +390.3% | -128.6% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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