+2,401.5%
JHX vs GPC
+799.5%
+1,602.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.0% |
| 7D | +1.5% | +1.2% | +0.3% | +0.9% |
| 30D | +7.2% | +6.0% | +1.2% | +3.9% |
| 3M | +29.9% | +42.6% | -12.7% | +6.3% |
| 6M | +35.4% | +22.8% | +12.6% | +20.4% |
| YTD | +46.5% | +15.5% | +31.0% | +33.6% |
| 1Y | +55.5% | +2.0% | +53.5% | +51.3% |
| 3Y | -0.4% | -1.4% | +1.0% | -4.4% |
| 5Y | -23.3% | +30.6% | -53.9% | -37.7% |
| 10Y | +111.1% | +80.6% | +30.5% | +35.4% |
| All | +2,401.5% | +799.5% | +1,602.0% | +716.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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