+8,682.5%
JNJ vs GPC
+2,341.8%
+6,340.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | +7.4% | +6.0% | +1.4% | +5.5% |
| 3M | +21.2% | +42.6% | -21.4% | +8.9% |
| 6M | +13.4% | +22.8% | -9.4% | +6.0% |
| YTD | +35.1% | +15.5% | +19.7% | +27.8% |
| 1Y | +57.4% | +2.0% | +55.4% | +54.3% |
| 3Y | +86.8% | -1.4% | +88.2% | +80.1% |
| 5Y | +80.8% | +30.6% | +50.2% | +56.6% |
| 10Y | +202.7% | +80.6% | +122.1% | +123.7% |
| All | +8,682.5% | +2,341.8% | +6,340.7% | +2,447.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling