+83.4%
JNJ vs GIS
-25.0%
+108.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.6% |
| 7D | -4.3% | -8.4% | +4.1% | -2.0% |
| 30D | +3.0% | -5.2% | +8.2% | +4.4% |
| 3M | +12.2% | +8.2% | +4.1% | +9.2% |
| 6M | +10.5% | -12.0% | +22.5% | +13.8% |
| YTD | +30.8% | -18.9% | +49.6% | +37.5% |
| 1Y | +54.9% | -23.6% | +78.6% | +65.7% |
| 3Y | +80.7% | -37.6% | +118.3% | +104.5% |
| 5Y | +83.4% | -25.2% | +108.6% | +98.5% |
| All | +83.4% | -25.0% | +108.4% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling