+97.7%
JNJ vs GLDM
+112.9%
-15.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +1.5% | -2.0% | +3.4% | +1.6% |
| 30D | +6.3% | -4.4% | +10.8% | +6.5% |
| 3M | +8.5% | -8.8% | +17.3% | +8.9% |
| 6M | +28.0% | -15.9% | +43.9% | +29.2% |
| YTD | +37.7% | -7.7% | +45.4% | +37.9% |
| 1Y | +47.9% | -3.6% | +51.5% | +47.7% |
| 3Y | +107.4% | +105.2% | +2.1% | +100.8% |
| 5Y | +97.7% | +112.8% | -15.0% | +89.9% |
| All | +97.7% | +112.9% | -15.1% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling