+100.9%
JNJ vs GME
-49.3%
+150.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +3.5% | +2.9% | +0.5% | +3.5% |
| 30D | +12.5% | -4.8% | +17.3% | +12.5% |
| 3M | +9.6% | +39.2% | -29.6% | +9.7% |
| 6M | +25.3% | +17.1% | +8.3% | +25.4% |
| YTD | +40.3% | +28.7% | +11.6% | +40.5% |
| 1Y | +49.6% | +23.3% | +26.3% | +49.8% |
| 3Y | +110.8% | +112.9% | -2.1% | +111.2% |
| All | +100.9% | -49.3% | +150.2% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling