+97.6%
JNJ vs GS
+155.9%
-58.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +4.1% | +5.1% | -1.0% | +3.7% |
| 30D | +14.0% | +2.4% | +11.6% | +13.8% |
| 3M | +9.2% | -11.5% | +20.7% | +10.0% |
| 6M | +27.8% | -2.5% | +30.3% | +27.2% |
| YTD | +39.2% | +5.5% | +33.7% | +37.2% |
| 1Y | +49.1% | +11.0% | +38.1% | +46.2% |
| 3Y | +109.7% | +200.1% | -90.4% | +76.3% |
| 5Y | +97.6% | +154.7% | -57.1% | +67.5% |
| All | +97.6% | +155.9% | -58.3% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling