+98.3%
JNJ vs GLDM
+104.2%
-5.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.1% | +4.7% | -3.6% | +0.9% |
| 30D | +6.9% | -0.9% | +7.7% | +6.9% |
| 3M | +8.0% | -4.3% | +12.3% | +8.2% |
| 6M | +24.3% | -13.4% | +37.7% | +25.5% |
| YTD | +35.6% | -5.8% | +41.4% | +35.5% |
| 1Y | +51.1% | +2.1% | +49.0% | +49.6% |
| 3Y | +98.3% | +105.0% | -6.7% | +79.4% |
| All | +98.3% | +104.2% | -5.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling