+88.6%
JNJ vs GGLL
+188.6%
-100.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.4% |
| 7D | +1.1% | +3.1% | -2.0% | +1.1% |
| 30D | +6.9% | -36.3% | +43.2% | +6.6% |
| 3M | +8.0% | -40.4% | +48.4% | +7.8% |
| 6M | +24.3% | -54.6% | +78.9% | +24.1% |
| YTD | +35.6% | -31.1% | +66.8% | +35.3% |
| 1Y | +51.1% | -19.2% | +70.3% | +50.8% |
| 3Y | +98.3% | +151.5% | -53.2% | +94.2% |
| All | +88.6% | +188.6% | -100.0% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling