+91.3%
JNJ vs GTLB
-49.8%
+141.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -4.3% | -4.1% | -0.3% | -4.4% |
| 30D | +3.0% | +12.3% | -9.3% | +3.1% |
| 3M | +12.2% | +65.9% | -53.7% | +12.7% |
| 6M | +10.5% | +104.0% | -93.5% | +11.1% |
| YTD | +30.8% | +26.0% | +4.7% | +31.4% |
| 1Y | +54.9% | -3.5% | +58.4% | +55.5% |
| 3Y | +80.7% | -9.6% | +90.3% | +81.0% |
| All | +91.3% | -49.8% | +141.1% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling