+438.8%
GS vs JHX
+111.8%
+327.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | +5.9% | -0.2% | +6.0% | +5.9% |
| 30D | +4.3% | +13.1% | -8.8% | +0.2% |
| 3M | -11.7% | -10.0% | -1.7% | -9.1% |
| 6M | -3.2% | +38.9% | -42.1% | -13.5% |
| YTD | +5.8% | +34.0% | -28.2% | -5.1% |
| 1Y | +16.0% | +66.0% | -49.9% | -2.7% |
| 3Y | +199.8% | -6.2% | +206.0% | +173.7% |
| 5Y | +155.5% | -31.6% | +187.1% | +154.3% |
| All | +438.8% | +111.8% | +327.0% | +228.6% |
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