+88.6%
JNJ vs GFS
-2.1%
+90.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.7% |
| 7D | -3.0% | +4.5% | -7.5% | -2.9% |
| 30D | +2.5% | -8.2% | +10.7% | +2.5% |
| 3M | +13.2% | -38.9% | +52.1% | +13.1% |
| 6M | +11.3% | -2.9% | +14.2% | +10.4% |
| YTD | +31.1% | +31.8% | -0.6% | +29.6% |
| 1Y | +54.3% | +43.1% | +11.2% | +52.3% |
| 3Y | +81.1% | -20.6% | +101.8% | +79.5% |
| All | +88.6% | -2.1% | +90.7% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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