+178.9%
JNJ vs GLDM
+221.7%
-42.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | -1.0% | +1.9% | -2.9% | -1.2% |
| 30D | +6.9% | -1.7% | +8.6% | +6.9% |
| 3M | +6.2% | -3.5% | +9.8% | +6.4% |
| 6M | +22.0% | -10.1% | +32.1% | +22.7% |
| YTD | +33.7% | -5.0% | +38.8% | +33.7% |
| 1Y | +49.7% | +2.8% | +46.9% | +48.8% |
| 3Y | +96.0% | +105.1% | -9.2% | +86.1% |
| 5Y | +91.6% | +124.3% | -32.7% | +80.0% |
| All | +178.9% | +221.7% | -42.8% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling