+140.4%
JNJ vs GH
+480.1%
-339.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | -2.1% | +1.3% | -0.7% |
| 30D | +4.3% | -4.5% | +8.8% | +4.5% |
| 3M | +16.5% | +28.9% | -12.4% | +15.3% |
| 6M | +13.1% | +76.5% | -63.4% | +10.6% |
| YTD | +32.1% | +57.6% | -25.5% | +29.6% |
| 1Y | +54.5% | +167.5% | -113.1% | +48.3% |
| 3Y | +82.5% | +377.4% | -294.9% | +68.7% |
| 5Y | +80.0% | +23.8% | +56.2% | +75.3% |
| All | +140.4% | +480.1% | -339.7% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling