+101.6%
JHX vs GDDY
+207.2%
-105.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -6.3% | -3.2% | -3.1% | -5.4% |
| 30D | -7.7% | +6.8% | -14.6% | -10.4% |
| 3M | +19.2% | +30.5% | -11.3% | +6.5% |
| 6M | +38.3% | +13.3% | +24.9% | +28.2% |
| YTD | +37.2% | -21.0% | +58.2% | +44.0% |
| 1Y | +42.3% | -34.0% | +76.3% | +59.8% |
| 3Y | -4.4% | +33.1% | -37.5% | -22.8% |
| 5Y | -26.4% | +30.3% | -56.7% | -41.5% |
| All | +101.6% | +207.2% | -105.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling