+210.8%
JNJ vs GS
+494.8%
-284.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | +6.9% | -2.4% | +9.3% | +7.3% |
| 3M | +8.0% | -15.7% | +23.8% | +11.0% |
| 6M | +24.3% | -6.8% | +31.1% | +24.7% |
| YTD | +35.6% | -0.1% | +35.7% | +33.6% |
| 1Y | +51.1% | +12.1% | +39.0% | +45.5% |
| 3Y | +98.3% | +185.8% | -87.5% | +52.7% |
| 5Y | +94.3% | +140.1% | -45.7% | +53.8% |
| All | +210.8% | +494.8% | -284.1% | +90.7% |
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