+712.0%
JNJ vs IAU
+751.7%
-39.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.1% |
| 7D | +4.1% | -5.5% | +9.6% | +4.2% |
| 30D | +14.0% | -7.0% | +21.0% | +14.1% |
| 3M | +9.2% | -12.3% | +21.5% | +9.4% |
| 6M | +27.8% | -17.9% | +45.7% | +28.1% |
| YTD | +39.2% | -10.3% | +49.5% | +39.4% |
| 1Y | +49.1% | -7.9% | +57.0% | +49.3% |
| 3Y | +109.7% | +98.7% | +11.0% | +108.7% |
| 5Y | +97.6% | +105.0% | -7.5% | +96.5% |
| 10Y | +214.1% | +207.7% | +6.4% | +213.9% |
| All | +712.0% | +751.7% | -39.7% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling