+8,902.0%
JNJ vs GPC
+2,122.0%
+6,780.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.5% |
| 7D | +4.3% | +0.8% | +3.4% | +4.0% |
| 30D | +7.9% | -1.1% | +9.0% | +8.1% |
| 3M | +9.4% | -6.6% | +16.0% | +11.3% |
| 6M | +28.8% | +22.2% | +6.6% | +20.7% |
| YTD | +38.5% | +5.1% | +33.5% | +34.4% |
| 1Y | +54.6% | +2.8% | +51.8% | +50.9% |
| 3Y | +108.4% | +2.4% | +106.0% | +98.7% |
| 5Y | +99.6% | +7.8% | +91.8% | +83.2% |
| 10Y | +207.8% | +87.2% | +120.5% | +123.6% |
| All | +8,902.0% | +2,122.0% | +6,780.0% | +2,578.1% |
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