+42.3%
JHX vs GFS
+47.5%
-5.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -6.3% | +3.8% | -10.2% | -7.0% |
| 30D | -7.7% | -11.7% | +4.0% | -5.6% |
| 3M | +19.2% | -41.8% | +60.9% | +31.0% |
| 6M | +38.3% | +6.6% | +31.6% | +26.6% |
| YTD | +37.2% | +34.6% | +2.6% | +22.1% |
| 1Y | +42.3% | +46.2% | -3.9% | +28.6% |
| All | +42.3% | +47.5% | -5.3% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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