+13.4%
GD vs JHX
+56.2%
-42.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -2.0% |
| 7D | -5.3% | +1.5% | -6.8% | -5.4% |
| 30D | -6.4% | +7.2% | -13.6% | -7.0% |
| 3M | +5.7% | +29.9% | -24.2% | +3.3% |
| 6M | -0.9% | +35.4% | -36.3% | -3.6% |
| YTD | +8.2% | +46.5% | -38.3% | +3.6% |
| 1Y | +13.4% | +55.5% | -42.1% | +8.3% |
| All | +13.4% | +56.2% | -42.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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