+106.8%
JNJ vs GS
+205.7%
-98.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +6.3% | +3.7% | +2.6% | +6.3% |
| 3M | +8.5% | -10.0% | +18.4% | +8.4% |
| 6M | +28.0% | -1.0% | +29.0% | +27.4% |
| YTD | +37.7% | +7.0% | +30.7% | +36.4% |
| 1Y | +47.9% | +16.6% | +31.3% | +46.0% |
| All | +106.8% | +205.7% | -98.8% | +84.9% |
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