+98.3%
JNJ vs GS
+183.4%
-85.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | +6.9% | -2.4% | +9.3% | +6.9% |
| 3M | +8.0% | -15.7% | +23.8% | +8.0% |
| 6M | +24.3% | -6.8% | +31.1% | +23.8% |
| YTD | +35.6% | -0.1% | +35.7% | +34.5% |
| 1Y | +51.1% | +12.1% | +39.0% | +49.0% |
| 3Y | +98.3% | +185.8% | -87.5% | +72.9% |
| All | +98.3% | +183.4% | -85.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling