+52.4%
GEV vs JHX
+44.7%
+7.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.3% | -17.6% | -11.1% |
| 7D | -5.1% | +13.3% | -18.4% | -8.2% |
| 30D | -15.8% | +17.1% | -33.0% | -19.4% |
| 3M | -18.2% | +4.1% | -22.3% | -19.2% |
| 6M | -22.4% | +48.5% | -70.9% | -31.6% |
| YTD | +27.7% | +42.3% | -14.5% | +13.2% |
| 1Y | +52.4% | +47.4% | +5.0% | +31.9% |
| All | +52.4% | +44.7% | +7.7% | +31.9% |
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