+851.8%
GLW vs JHX
+106.3%
+745.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | +7.8% | -6.3% | +14.2% | +9.9% |
| 30D | -0.4% | -7.7% | +7.3% | +1.9% |
| 3M | -5.6% | +19.2% | -24.7% | -10.5% |
| 6M | +26.7% | +38.3% | -11.5% | +14.4% |
| YTD | +91.0% | +37.2% | +53.8% | +72.4% |
| 1Y | +122.4% | +42.3% | +80.1% | +97.0% |
| 3Y | +471.0% | -4.4% | +475.4% | +414.3% |
| 5Y | +385.6% | -26.4% | +412.0% | +366.2% |
| All | +851.8% | +106.3% | +745.6% | +467.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling