+187.6%
JNJ vs GLDM
+216.5%
-28.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.3% |
| 7D | +5.5% | +2.9% | +2.6% | +5.3% |
| 30D | +7.4% | -3.9% | +11.3% | +7.6% |
| 3M | +7.8% | -8.1% | +15.9% | +8.2% |
| 6M | +28.2% | -14.7% | +42.9% | +29.4% |
| YTD | +37.9% | -6.6% | +44.4% | +38.0% |
| 1Y | +52.4% | -2.1% | +54.4% | +52.0% |
| 3Y | +107.7% | +107.7% | 0.0% | +97.1% |
| 5Y | +96.5% | +116.5% | -19.9% | +85.1% |
| All | +187.6% | +216.5% | -28.9% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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