+189.8%
GD vs JHX
+104.2%
+85.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | -3.2% | -4.9% | +1.7% | -2.3% |
| 30D | -9.6% | -9.3% | -0.3% | -8.1% |
| 3M | +4.3% | +28.1% | -23.8% | -0.7% |
| 6M | +0.5% | +35.2% | -34.7% | -6.1% |
| YTD | +6.6% | +35.9% | -29.2% | -0.8% |
| 1Y | +11.6% | +42.5% | -30.9% | +2.4% |
| 3Y | +72.6% | -4.5% | +77.0% | +60.8% |
| 5Y | +95.2% | -27.1% | +122.3% | +90.2% |
| All | +189.8% | +104.2% | +85.6% | +99.7% |
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