+8,399.1%
JNJ vs GFI
+660.1%
+7,739.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -4.3% | -5.1% | +0.8% | -4.3% |
| 30D | +3.0% | +13.4% | -10.4% | +2.9% |
| 3M | +12.2% | +36.2% | -24.0% | +11.9% |
| 6M | +10.5% | -9.8% | +20.3% | +10.5% |
| YTD | +30.8% | +7.7% | +23.1% | +30.5% |
| 1Y | +54.9% | +27.2% | +27.7% | +54.4% |
| 3Y | +80.7% | +300.3% | -219.6% | +78.0% |
| 5Y | +83.4% | +539.8% | -456.4% | +79.7% |
| 10Y | +195.7% | +1,058.5% | -862.8% | +188.1% |
| All | +8,399.1% | +660.1% | +7,739.0% | +8,565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling