+240.4%
GS vs JHX
+1.3%
+239.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +3.4% | +4.5% | -1.1% | +2.4% |
| 30D | +0.2% | -1.2% | +1.4% | +0.4% |
| 3M | -0.3% | +32.8% | -33.1% | -6.4% |
| 6M | +27.4% | +41.2% | -13.8% | +17.5% |
| YTD | +19.6% | +43.9% | -24.3% | +9.9% |
| 1Y | +42.5% | +48.0% | -5.6% | +29.7% |
| 3Y | +240.4% | +1.2% | +239.3% | +218.3% |
| All | +240.4% | +1.3% | +239.2% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling