+1,520.7%
GS vs JHX
+2,168.6%
-647.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.5% |
| 7D | +5.1% | -3.8% | +9.0% | +6.3% |
| 30D | +2.4% | +11.7% | -9.3% | -1.0% |
| 3M | -11.5% | -10.7% | -0.8% | -8.8% |
| 6M | -2.5% | +36.5% | -39.0% | -12.0% |
| YTD | +5.5% | +32.8% | -27.4% | -4.7% |
| 1Y | +11.0% | +62.5% | -51.5% | -5.6% |
| 3Y | +200.1% | -5.7% | +205.8% | +177.5% |
| 5Y | +154.7% | -32.2% | +186.9% | +151.9% |
| 10Y | +450.9% | +114.7% | +336.2% | +261.5% |
| All | +1,520.7% | +2,168.6% | -647.9% | +491.8% |
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