+3,048.1%
GLW vs JHX
+2,357.9%
+690.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.3% | +8.0% |
| 7D | +14.0% | +4.5% | +9.5% | +12.6% |
| 30D | +0.4% | -1.2% | +1.6% | +0.6% |
| 3M | -11.3% | +32.8% | -44.1% | -18.1% |
| 6M | +35.1% | +41.2% | -6.1% | +22.3% |
| YTD | +90.5% | +43.9% | +46.6% | +71.3% |
| 1Y | +132.0% | +48.0% | +84.0% | +105.5% |
| 3Y | +463.3% | +1.2% | +462.1% | +411.0% |
| 5Y | +382.5% | -22.6% | +405.1% | +359.6% |
| 10Y | +837.6% | +111.5% | +726.2% | +540.9% |
| All | +3,048.1% | +2,357.9% | +690.2% | +1,260.9% |
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 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