+92.2%
GD vs JHX
-24.7%
+116.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | -10.9% | -5.0% | -5.9% | -10.5% |
| 3M | +2.5% | +24.5% | -22.0% | -0.1% |
| 6M | -1.7% | +34.9% | -36.6% | -5.3% |
| YTD | +6.1% | +39.3% | -33.2% | +1.7% |
| 1Y | +11.7% | +48.6% | -36.9% | +6.0% |
| 3Y | +71.8% | -2.0% | +73.8% | +64.3% |
| 5Y | +92.2% | -24.4% | +116.6% | +87.5% |
| All | +92.2% | -24.7% | +116.9% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling