+211.1%
JNJ vs GS
+464.6%
-253.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +5.5% | +1.6% | +3.9% | +5.2% |
| 30D | +7.4% | +1.7% | +5.7% | +7.0% |
| 3M | +7.8% | -11.6% | +19.4% | +9.8% |
| 6M | +28.2% | -1.9% | +30.1% | +27.5% |
| YTD | +37.9% | +5.1% | +32.8% | +34.7% |
| 1Y | +52.4% | +16.4% | +36.0% | +45.8% |
| 3Y | +107.7% | +199.0% | -91.3% | +58.7% |
| 5Y | +96.5% | +157.4% | -60.9% | +53.5% |
| All | +211.1% | +464.6% | -253.5% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling