-27.2%
JHX vs GME
-56.3%
+29.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.8% |
| 7D | -6.3% | +10.4% | -16.7% | -6.9% |
| 30D | -7.7% | +14.1% | -21.8% | -8.5% |
| 3M | +19.2% | -4.6% | +23.8% | +19.4% |
| 6M | +38.3% | -13.5% | +51.8% | +39.3% |
| YTD | +37.2% | +5.3% | +31.9% | +36.4% |
| 1Y | +42.3% | -14.9% | +57.2% | +43.1% |
| 3Y | -4.4% | +24.3% | -28.7% | -15.8% |
| All | -27.2% | -56.3% | +29.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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