+28.0%
JNJ vs GPC
+21.0%
+7.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | +6.3% | -4.5% | +10.9% | +7.3% |
| 3M | +8.5% | -7.7% | +16.1% | +10.4% |
| 6M | +28.0% | +24.3% | +3.7% | +23.7% |
| All | +28.0% | +21.0% | +7.0% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling