+137.2%
JNJ vs GH
+467.1%
-329.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -3.5% | -2.5% | -1.0% | -3.4% |
| 30D | +2.3% | -4.7% | +7.0% | +2.5% |
| 3M | +12.0% | +20.2% | -8.2% | +11.1% |
| 6M | +10.5% | +78.8% | -68.3% | +8.0% |
| YTD | +30.4% | +54.1% | -23.7% | +27.9% |
| 1Y | +52.1% | +177.1% | -124.9% | +45.8% |
| 3Y | +77.8% | +371.6% | -293.8% | +64.3% |
| 5Y | +82.9% | +21.9% | +61.0% | +78.1% |
| All | +137.2% | +467.1% | -329.9% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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