-4.4%
JHX vs GFS
-19.7%
+15.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -6.3% | +3.8% | -10.2% | -7.2% |
| 30D | -7.7% | -11.7% | +4.0% | -5.1% |
| 3M | +19.2% | -41.8% | +60.9% | +34.0% |
| 6M | +38.3% | +6.6% | +31.6% | +29.9% |
| YTD | +37.2% | +34.6% | +2.6% | +20.5% |
| 1Y | +42.3% | +46.2% | -3.9% | +21.3% |
| 3Y | -4.4% | -20.3% | +15.9% | -9.2% |
| All | -4.4% | -19.7% | +15.3% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling