+1,012.8%
JNJ vs GPN
+2,494.3%
-1,481.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -4.3% | +0.8% | -2.8% |
| 30D | +2.3% | 0.0% | +2.3% | +2.2% |
| 3M | +12.0% | +35.8% | -23.8% | +6.2% |
| 6M | +10.5% | +22.0% | -11.5% | +6.1% |
| YTD | +30.4% | +15.2% | +15.2% | +25.9% |
| 1Y | +52.1% | +3.5% | +48.6% | +49.2% |
| 3Y | +77.8% | -26.9% | +104.7% | +81.4% |
| 5Y | +82.9% | -44.2% | +127.1% | +91.5% |
| 10Y | +194.8% | +27.3% | +167.5% | +159.7% |
| All | +1,012.8% | +2,494.3% | -1,481.5% | +518.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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