+8,422.4%
JNJ vs GIS
+1,457.4%
+6,965.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -3.0% | -8.6% | +5.6% | +0.4% |
| 30D | +2.5% | -0.5% | +3.0% | +2.5% |
| 3M | +13.2% | +11.9% | +1.3% | +7.8% |
| 6M | +11.3% | -11.6% | +22.9% | +15.7% |
| YTD | +31.1% | -16.3% | +47.5% | +38.6% |
| 1Y | +54.3% | -21.8% | +76.1% | +67.0% |
| 3Y | +81.1% | -35.7% | +116.8% | +109.2% |
| 5Y | +82.7% | -22.9% | +105.6% | +93.6% |
| 10Y | +196.5% | -16.8% | +213.3% | +194.2% |
| All | +8,422.4% | +1,457.4% | +6,965.0% | +1,942.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling