+55.5%
JHX vs GSK
+31.2%
+24.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.1% |
| 7D | +1.5% | -1.8% | +3.4% | +2.1% |
| 30D | +7.2% | -2.2% | +9.3% | +7.8% |
| 3M | +29.9% | -1.8% | +31.7% | +30.4% |
| 6M | +35.4% | -10.6% | +46.0% | +39.2% |
| YTD | +46.5% | +4.4% | +42.0% | +48.3% |
| 1Y | +55.5% | +30.4% | +25.1% | +51.7% |
| All | +55.5% | +31.2% | +24.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling