+94.6%
JNJ vs GLXY
-35.4%
+130.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.1% | +1.0% |
| 7D | +4.1% | +16.9% | -12.8% | +4.6% |
| 30D | +14.0% | -23.0% | +37.0% | +13.5% |
| 3M | +9.2% | -28.0% | +37.2% | +8.7% |
| 6M | +27.8% | -51.6% | +79.4% | +27.1% |
| YTD | +39.2% | -32.1% | +71.3% | +38.5% |
| 1Y | +49.1% | -51.5% | +100.6% | +48.8% |
| All | +94.6% | -35.4% | +130.0% | +87.6% |
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