+51.2%
JNJ vs GPC
+6.5%
+44.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +1.9% | +4.1% | -2.2% | +1.3% |
| 30D | +9.2% | +0.1% | +9.1% | +9.1% |
| 3M | +8.9% | -3.9% | +12.8% | +9.5% |
| 6M | +24.6% | +24.4% | +0.2% | +20.9% |
| YTD | +35.7% | +5.7% | +30.0% | +29.8% |
| 1Y | +51.2% | +6.8% | +44.4% | +46.8% |
| All | +51.2% | +6.5% | +44.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling