+101.6%
JHX vs GRMN
+677.8%
-576.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.3% | -1.3% |
| 7D | -6.3% | +2.4% | -8.7% | -7.5% |
| 30D | -7.7% | -8.5% | +0.7% | -3.3% |
| 3M | +19.2% | +19.5% | -0.3% | +6.8% |
| 6M | +38.3% | +21.2% | +17.1% | +23.3% |
| YTD | +37.2% | +41.0% | -3.8% | +11.6% |
| 1Y | +42.3% | +19.6% | +22.7% | +26.3% |
| 3Y | -4.4% | +183.8% | -188.2% | -52.9% |
| 5Y | -26.4% | +83.0% | -109.4% | -53.0% |
| All | +101.6% | +677.8% | -576.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling