+192.5%
JNJ vs GME
+285.6%
-93.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.3% |
| 7D | -3.5% | +10.4% | -13.9% | -3.5% |
| 30D | +2.3% | +14.1% | -11.8% | +2.3% |
| 3M | +12.0% | -4.6% | +16.6% | +12.0% |
| 6M | +10.5% | -13.5% | +24.0% | +10.5% |
| YTD | +30.4% | +5.3% | +25.1% | +30.3% |
| 1Y | +52.1% | -14.9% | +67.0% | +52.2% |
| 3Y | +77.8% | +24.3% | +53.5% | +76.1% |
| 5Y | +82.9% | -55.6% | +138.5% | +81.6% |
| All | +192.5% | +285.6% | -93.1% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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