+84.2%
JNJ vs GFI
+524.1%
-439.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -3.5% | -4.9% | +1.3% | -3.4% |
| 30D | +2.3% | +10.7% | -8.4% | +2.1% |
| 3M | +12.0% | +25.6% | -13.6% | +11.4% |
| 6M | +10.5% | -8.3% | +18.7% | +10.5% |
| YTD | +30.4% | +6.3% | +24.1% | +30.0% |
| 1Y | +52.1% | +22.1% | +30.1% | +51.3% |
| 3Y | +77.8% | +289.2% | -211.4% | +73.3% |
| All | +84.2% | +524.1% | -439.9% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling