+187.0%
GS vs JHX
-24.7%
+211.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | 0.0% |
| 7D | +2.4% | +1.6% | +0.8% | +2.0% |
| 30D | -0.1% | -5.0% | +4.9% | +1.1% |
| 3M | +0.2% | +24.5% | -24.3% | -5.3% |
| 6M | +24.8% | +34.9% | -10.1% | +15.1% |
| YTD | +18.8% | +39.3% | -20.6% | +8.5% |
| 1Y | +37.3% | +48.6% | -11.2% | +23.1% |
| 3Y | +237.9% | -2.0% | +239.9% | +209.3% |
| 5Y | +187.0% | -24.4% | +211.4% | +185.4% |
| All | +187.0% | -24.7% | +211.7% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling