+2,279.7%
JHX vs GRMN
+6,080.6%
-3,800.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | -5.0% | -13.1% | +8.1% | -1.1% |
| 3M | +24.5% | +14.9% | +9.5% | +19.1% |
| 6M | +34.9% | +13.1% | +21.8% | +29.9% |
| YTD | +39.3% | +35.3% | +4.0% | +27.2% |
| 1Y | +48.6% | +16.0% | +32.6% | +41.5% |
| 3Y | -2.0% | +179.6% | -181.6% | -27.9% |
| 5Y | -24.4% | +75.0% | -99.4% | -37.4% |
| 10Y | +109.4% | +644.1% | -534.7% | +25.6% |
| All | +2,279.7% | +6,080.6% | -3,800.9% | +1,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling