+192.5%
JNJ vs GIS
-19.5%
+212.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.5% | -6.4% | +2.9% | -1.5% |
| 30D | +2.3% | -6.1% | +8.4% | +4.2% |
| 3M | +12.0% | +7.8% | +4.1% | +8.7% |
| 6M | +10.5% | -8.8% | +19.3% | +13.0% |
| YTD | +30.4% | -19.1% | +49.5% | +38.1% |
| 1Y | +52.1% | -24.8% | +76.9% | +64.7% |
| 3Y | +77.8% | -37.6% | +115.4% | +103.2% |
| 5Y | +82.9% | -25.4% | +108.3% | +94.1% |
| All | +192.5% | -19.5% | +212.1% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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