+54.5%
JNJ vs GS
+42.9%
+11.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -0.8% | +3.4% | -4.2% | -0.5% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | +16.5% | -0.3% | +16.8% | +16.5% |
| 6M | +13.1% | +27.4% | -14.2% | +13.6% |
| YTD | +32.1% | +19.6% | +12.5% | +31.5% |
| 1Y | +54.5% | +42.5% | +12.0% | +55.4% |
| All | +54.5% | +42.9% | +11.5% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling