+210.7%
JNJ vs GPC
+78.6%
+132.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | +6.3% | -4.5% | +10.9% | +7.3% |
| 3M | +8.5% | -7.7% | +16.1% | +10.3% |
| 6M | +28.0% | +24.3% | +3.7% | +21.3% |
| YTD | +37.7% | +3.5% | +34.2% | +35.0% |
| 1Y | +47.9% | +0.7% | +47.2% | +45.9% |
| 3Y | +107.4% | 0.0% | +107.4% | +100.9% |
| 5Y | +97.7% | +5.8% | +91.9% | +84.6% |
| 10Y | +210.7% | +75.8% | +134.9% | +142.5% |
| All | +210.7% | +78.6% | +132.1% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling