+92.6%
JNJ vs GGLL
+195.8%
-103.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.1% |
| 7D | +4.3% | +6.3% | -2.1% | +4.3% |
| 30D | +7.9% | -35.1% | +43.0% | +7.7% |
| 3M | +9.4% | -37.7% | +47.0% | +9.1% |
| 6M | +28.8% | -54.1% | +82.9% | +28.6% |
| YTD | +38.5% | -29.4% | +67.9% | +38.2% |
| 1Y | +54.6% | -13.4% | +68.0% | +54.4% |
| 3Y | +108.4% | +158.3% | -49.9% | +104.1% |
| All | +92.6% | +195.8% | -103.2% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling