-4.4%
JHX vs GNRC
+61.6%
-66.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | 0.0% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -7.7% | -15.7% | +8.0% | -2.6% |
| 3M | +19.2% | -27.3% | +46.5% | +30.7% |
| 6M | +38.3% | -12.1% | +50.3% | +40.1% |
| YTD | +37.2% | +37.1% | +0.1% | +18.3% |
| 1Y | +42.3% | -0.5% | +42.7% | +35.8% |
| 3Y | -4.4% | +61.5% | -65.9% | -23.4% |
| All | -4.4% | +61.6% | -66.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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