+221.6%
JNJ vs GPC
+74.9%
+146.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.5% | +0.4% | +3.0% | +3.3% |
| 30D | +12.5% | -6.3% | +18.8% | +14.1% |
| 3M | +9.6% | -8.2% | +17.7% | +11.5% |
| 6M | +25.3% | +27.1% | -1.7% | +18.2% |
| YTD | +40.3% | +3.1% | +37.2% | +37.6% |
| 1Y | +49.6% | +0.1% | +49.6% | +47.8% |
| 3Y | +110.8% | +0.2% | +110.6% | +104.0% |
| 5Y | +99.1% | +4.9% | +94.3% | +86.3% |
| All | +221.6% | +74.9% | +146.8% | +149.1% |
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