+1,321.8%
GD vs JHX
+2,401.5%
-1,079.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -2.2% |
| 7D | -5.3% | +1.5% | -6.8% | -5.6% |
| 30D | -6.4% | +7.2% | -13.6% | -7.8% |
| 3M | +5.7% | +29.9% | -24.2% | +0.2% |
| 6M | -0.9% | +35.4% | -36.3% | -7.6% |
| YTD | +8.2% | +46.5% | -38.3% | -0.8% |
| 1Y | +13.4% | +55.5% | -42.1% | +2.3% |
| 3Y | +68.5% | -0.4% | +68.9% | +56.9% |
| 5Y | +97.2% | -23.3% | +120.5% | +88.9% |
| 10Y | +190.2% | +111.1% | +79.1% | +114.6% |
| All | +1,321.8% | +2,401.5% | -1,079.7% | +573.6% |
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 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