+33.0%
JHX vs GGLL
+328.4%
-295.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +4.5% | +1.9% | +2.7% | +4.1% |
| 30D | -1.2% | -9.7% | +8.5% | +0.7% |
| 3M | +32.8% | -18.0% | +50.8% | +36.6% |
| 6M | +41.2% | +15.3% | +25.9% | +34.0% |
| YTD | +43.9% | +2.2% | +41.7% | +39.2% |
| 1Y | +48.0% | +73.1% | -25.0% | +25.7% |
| 3Y | +1.2% | +242.7% | -241.5% | -34.3% |
| All | +33.0% | +328.4% | -295.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling