+164.9%
GD vs JHX
+110.0%
+54.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.6% |
| 7D | +1.9% | -3.8% | +5.7% | +2.5% |
| 30D | +9.2% | +11.7% | -2.5% | +6.8% |
| 3M | -7.5% | -10.7% | +3.2% | -5.9% |
| 6M | +5.8% | +36.5% | -30.7% | -1.0% |
| YTD | +9.8% | +32.8% | -23.0% | +2.3% |
| 1Y | +5.8% | +62.5% | -56.7% | -5.3% |
| 3Y | +58.0% | -5.7% | +63.7% | +47.8% |
| 5Y | +100.4% | -32.2% | +132.6% | +98.9% |
| All | +164.9% | +110.0% | +54.9% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling