+1,532.9%
JHX vs GME
+1,158.5%
+374.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.6% |
| 7D | -4.9% | +6.0% | -10.9% | -5.2% |
| 30D | -9.3% | +8.3% | -17.6% | -9.8% |
| 3M | +28.1% | -9.1% | +37.1% | +28.6% |
| 6M | +35.2% | -16.3% | +51.5% | +36.4% |
| YTD | +35.9% | +1.5% | +34.3% | +35.3% |
| 1Y | +42.5% | -16.3% | +58.8% | +43.5% |
| 3Y | -4.5% | +15.1% | -19.6% | -12.8% |
| 5Y | -27.1% | -57.2% | +30.1% | -31.9% |
| 10Y | +104.2% | +274.5% | -170.3% | -3.5% |
| All | +1,532.9% | +1,158.5% | +374.4% | +579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling