+92.5%
JNJ vs GLXY
-32.0%
+124.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.2% | -13.3% | +0.2% |
| 7D | +1.5% | +14.3% | -12.8% | +1.8% |
| 30D | +6.3% | -19.6% | +26.0% | +6.0% |
| 3M | +8.5% | -20.7% | +29.1% | +8.2% |
| 6M | +28.0% | -49.6% | +77.6% | +27.5% |
| YTD | +37.7% | -28.6% | +66.3% | +37.1% |
| 1Y | +47.9% | -48.0% | +96.0% | +47.7% |
| All | +92.5% | -32.0% | +124.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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