+231.1%
GM vs JHX
+106.3%
+124.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -6.3% | +3.9% | -0.3% |
| 30D | -1.1% | -7.7% | +6.6% | +1.5% |
| 3M | +6.1% | +19.2% | -13.1% | -0.6% |
| 6M | +15.0% | +38.3% | -23.3% | +1.6% |
| YTD | +6.0% | +37.2% | -31.2% | -6.5% |
| 1Y | +47.1% | +42.3% | +4.8% | +27.1% |
| 3Y | +170.5% | -4.4% | +174.9% | +141.5% |
| 5Y | +80.5% | -26.4% | +106.9% | +74.0% |
| All | +231.1% | +106.3% | +124.8% | +98.5% |
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