+42.3%
JHX vs GFI
+26.4%
+15.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -6.3% | -4.9% | -1.5% | -5.2% |
| 30D | -7.7% | +10.7% | -18.5% | -10.1% |
| 3M | +19.2% | +25.6% | -6.5% | +12.4% |
| 6M | +38.3% | -8.3% | +46.5% | +36.9% |
| YTD | +37.2% | +6.3% | +30.9% | +37.1% |
| 1Y | +42.3% | +22.1% | +20.2% | +41.5% |
| All | +42.3% | +26.4% | +15.8% | +41.5% |
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