-20.2%
JHX vs GTLB
-50.1%
+29.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | -6.3% | -5.7% | -0.6% | -5.6% |
| 30D | -7.7% | +15.1% | -22.9% | -9.7% |
| 3M | +19.2% | +65.5% | -46.3% | +10.5% |
| 6M | +38.3% | +102.9% | -64.6% | +23.4% |
| YTD | +37.2% | +25.2% | +12.0% | +30.7% |
| 1Y | +42.3% | -5.5% | +47.8% | +40.6% |
| 3Y | -4.4% | -10.9% | +6.5% | -8.2% |
| All | -20.2% | -50.1% | +29.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling