+86.7%
JNJ vs GPC
+0.7%
+86.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | +7.4% | +6.0% | +1.4% | +6.4% |
| 3M | +21.2% | +42.6% | -21.4% | +14.7% |
| 6M | +13.4% | +22.8% | -9.4% | +9.5% |
| YTD | +35.1% | +15.5% | +19.7% | +30.9% |
| 1Y | +57.4% | +2.0% | +55.4% | +55.5% |
| All | +86.7% | +0.7% | +86.0% | +80.1% |
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 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