+54.9%
JHX vs GFI
+5.1%
+49.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.9% | -3.8% |
| 7D | +6.4% | +7.7% | -1.3% | +3.9% |
| 30D | +12.3% | +4.6% | +7.7% | +10.4% |
| 3M | +1.1% | +3.8% | -2.7% | -1.0% |
| 6M | +42.2% | -7.3% | +49.6% | +42.9% |
| YTD | +38.1% | -8.8% | +46.9% | +41.5% |
| 1Y | +54.9% | +4.3% | +50.6% | +55.7% |
| All | +54.9% | +5.1% | +49.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling