+80.0%
JNJ vs GPC
+29.0%
+51.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +4.3% | -0.4% | +4.7% | +4.4% |
| 3M | +16.5% | +39.2% | -22.7% | +10.7% |
| 6M | +13.1% | +18.2% | -5.1% | +9.9% |
| YTD | +32.1% | +12.1% | +20.0% | +28.8% |
| 1Y | +54.5% | -0.7% | +55.1% | +53.4% |
| 3Y | +82.5% | -1.7% | +84.2% | +78.7% |
| 5Y | +80.0% | +29.3% | +50.7% | +63.7% |
| All | +80.0% | +29.0% | +51.0% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling