+1,742.4%
GS vs JHX
+2,401.5%
-659.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | -1.6% | +7.2% | -8.7% | -3.7% |
| 3M | -4.5% | +29.9% | -34.4% | -12.1% |
| 6M | +20.9% | +35.4% | -14.5% | +9.2% |
| YTD | +19.9% | +46.5% | -26.6% | +5.6% |
| 1Y | +41.4% | +55.5% | -14.1% | +21.2% |
| 3Y | +239.2% | -0.4% | +239.6% | +207.8% |
| 5Y | +185.0% | -23.3% | +208.4% | +172.2% |
| 10Y | +655.0% | +111.1% | +543.8% | +398.2% |
| All | +1,742.4% | +2,401.5% | -659.1% | +555.5% |
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 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