+1,344.9%
GD vs JHX
+2,188.3%
-843.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +2.7% | -0.2% | +2.8% | +2.6% |
| 30D | +8.6% | +13.1% | -4.5% | +5.9% |
| 3M | -7.1% | -10.0% | +2.9% | -5.6% |
| 6M | +7.5% | +38.9% | -31.5% | +0.1% |
| YTD | +9.9% | +34.0% | -24.1% | +2.2% |
| 1Y | +7.6% | +66.0% | -58.4% | -4.1% |
| 3Y | +56.2% | -6.2% | +62.4% | +47.2% |
| 5Y | +100.6% | -31.6% | +132.2% | +96.2% |
| 10Y | +167.8% | +116.6% | +51.2% | +96.6% |
| All | +1,344.9% | +2,188.3% | -843.5% | +593.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling