+2,279.7%
JHX vs GAP
+172.5%
+2,107.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.2% |
| 7D | +1.6% | -3.2% | +4.8% | +2.3% |
| 30D | -5.0% | -0.7% | -4.3% | -5.1% |
| 3M | +24.5% | -0.5% | +24.9% | +24.2% |
| 6M | +34.9% | -5.0% | +39.9% | +35.6% |
| YTD | +39.3% | -14.7% | +54.0% | +43.0% |
| 1Y | +48.6% | -8.6% | +57.2% | +49.4% |
| 3Y | -2.0% | +108.4% | -110.4% | -24.6% |
| 5Y | -24.4% | +5.8% | -30.2% | -35.7% |
| 10Y | +109.4% | +29.6% | +79.8% | +43.3% |
| All | +2,279.7% | +172.5% | +2,107.2% | +1,177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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