-25.7%
GIS vs JHX
-27.7%
+2.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -6.4% | -6.3% | -0.1% | -6.1% |
| 30D | -6.1% | -7.7% | +1.6% | -5.7% |
| 3M | +7.8% | +19.2% | -11.3% | +6.9% |
| 6M | -8.8% | +38.3% | -47.1% | -10.4% |
| YTD | -19.1% | +37.2% | -56.3% | -20.5% |
| 1Y | -24.8% | +42.3% | -67.0% | -26.2% |
| 3Y | -37.6% | -4.4% | -33.2% | -38.6% |
| All | -25.7% | -27.7% | +2.0% | -25.9% |
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 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