+57.4%
JNJ vs GTLB
+14.4%
+43.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | +2.7% | +11.1% | -8.4% | +3.2% |
| 30D | +7.4% | +37.8% | -30.4% | +9.0% |
| 3M | +21.2% | +61.6% | -40.4% | +23.9% |
| 6M | +13.4% | +98.9% | -85.5% | +17.9% |
| YTD | +35.1% | +32.8% | +2.4% | +39.6% |
| 1Y | +57.4% | +14.7% | +42.8% | +62.2% |
| All | +57.4% | +14.4% | +43.0% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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