+2,243.5%
JHX vs GPN
+1,183.5%
+1,060.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.3% | -4.6% | -1.7% | -4.7% |
| 30D | -7.7% | -0.3% | -7.5% | -7.8% |
| 3M | +19.2% | +35.4% | -16.3% | +6.1% |
| 6M | +38.3% | +21.7% | +16.6% | +27.6% |
| YTD | +37.2% | +14.9% | +22.3% | +28.0% |
| 1Y | +42.3% | +3.2% | +39.1% | +37.8% |
| 3Y | -4.4% | -27.1% | +22.7% | +2.1% |
| 5Y | -26.4% | -44.4% | +18.0% | -15.9% |
| 10Y | +106.3% | +27.0% | +79.3% | +84.4% |
| All | +2,243.5% | +1,183.5% | +1,060.0% | +1,383.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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