+193.4%
JNJ vs IAU
+218.5%
-25.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -4.3% | -3.4% | -1.0% | -4.1% |
| 30D | +3.0% | -1.1% | +4.1% | +3.1% |
| 3M | +12.2% | +5.8% | +6.4% | +11.8% |
| 6M | +10.5% | -16.9% | +27.4% | +11.7% |
| YTD | +30.8% | +0.1% | +30.6% | +30.5% |
| 1Y | +54.9% | +18.4% | +36.5% | +52.7% |
| 3Y | +80.7% | +123.6% | -42.9% | +71.1% |
| 5Y | +83.4% | +138.7% | -55.3% | +72.3% |
| All | +193.4% | +218.5% | -25.1% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling