+54.9%
JNJ vs GPC
+0.5%
+54.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.3% | -1.8% | -2.6% | -4.0% |
| 30D | +3.0% | +0.1% | +2.9% | +3.0% |
| 3M | +12.2% | +37.4% | -25.1% | +7.6% |
| 6M | +10.5% | +25.4% | -15.0% | +6.7% |
| YTD | +30.8% | +12.2% | +18.6% | +25.2% |
| 1Y | +54.9% | -0.3% | +55.3% | +51.8% |
| All | +54.9% | +0.5% | +54.4% | +51.8% |
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