-5.3%
JHX vs GGLL
+229.6%
-234.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -4.9% | -5.8% | +0.9% | -3.9% |
| 30D | -9.3% | -7.2% | -2.1% | -8.2% |
| 3M | +28.1% | -17.5% | +45.6% | +31.0% |
| 6M | +35.2% | +5.1% | +30.1% | +31.5% |
| YTD | +35.9% | -1.3% | +37.2% | +33.0% |
| 1Y | +42.5% | +60.2% | -17.7% | +26.6% |
| All | -5.3% | +229.6% | -234.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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