+11.7%
GD vs JHX
+43.9%
-32.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | -10.9% | -5.0% | -5.9% | -10.6% |
| 3M | +2.5% | +24.5% | -22.0% | +0.5% |
| 6M | -1.7% | +34.9% | -36.6% | -4.5% |
| YTD | +6.1% | +39.3% | -33.2% | +2.0% |
| 1Y | +11.7% | +48.6% | -36.9% | +7.6% |
| All | +11.7% | +43.9% | -32.2% | +7.6% |
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