+181.9%
JNJ vs GLDM
+248.1%
-66.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +7.4% | +4.4% | +3.0% | +7.1% |
| 3M | +21.2% | -1.1% | +22.3% | +21.3% |
| 6M | +13.4% | -13.7% | +27.1% | +14.5% |
| YTD | +35.1% | +2.8% | +32.4% | +34.6% |
| 1Y | +57.4% | +24.8% | +32.6% | +54.6% |
| 3Y | +86.8% | +127.8% | -41.0% | +76.4% |
| 5Y | +80.8% | +141.1% | -60.3% | +69.3% |
| All | +181.9% | +248.1% | -66.3% | +172.3% |
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