+108.6%
JNJ vs GPC
+2.1%
+106.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.7% |
| 7D | +4.3% | +0.8% | +3.4% | +4.1% |
| 30D | +7.9% | -1.1% | +9.0% | +8.0% |
| 3M | +9.4% | -6.6% | +16.0% | +10.5% |
| 6M | +28.8% | +22.2% | +6.6% | +24.5% |
| YTD | +38.5% | +5.1% | +33.5% | +36.0% |
| 1Y | +54.6% | +2.8% | +51.8% | +52.4% |
| All | +108.6% | +2.1% | +106.5% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling