+82.7%
JNJ vs IAU
+141.6%
-58.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -3.0% | +0.2% | -3.1% | -3.0% |
| 30D | +2.5% | +0.2% | +2.3% | +2.5% |
| 3M | +13.2% | +3.3% | +10.0% | +13.0% |
| 6M | +11.3% | -14.6% | +25.8% | +12.3% |
| YTD | +31.1% | +1.9% | +29.3% | +30.8% |
| 1Y | +54.3% | +20.9% | +33.5% | +52.4% |
| 3Y | +81.1% | +127.5% | -46.3% | +75.2% |
| 5Y | +82.7% | +141.9% | -59.2% | +73.4% |
| All | +82.7% | +141.6% | -58.8% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling