+52.6%
JNJ vs GTLB
-3.6%
+56.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.2% |
| 7D | -4.3% | -4.1% | -0.3% | -4.5% |
| 30D | +3.0% | +12.3% | -9.3% | +3.6% |
| 3M | +12.2% | +65.9% | -53.7% | +15.0% |
| 6M | +10.5% | +104.0% | -93.5% | +14.8% |
| YTD | +30.8% | +26.0% | +4.7% | +35.1% |
| All | +52.6% | -3.6% | +56.2% | +55.6% |
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