+47.4%
JHX vs GWRE
-24.5%
+71.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.3% | +7.9% |
| 7D | +13.3% | +2.2% | +11.1% | +13.1% |
| 30D | +17.1% | +4.5% | +12.6% | +16.8% |
| 3M | +4.1% | +6.4% | -2.3% | +3.1% |
| 6M | +48.5% | +18.8% | +29.6% | +46.1% |
| YTD | +42.3% | -15.1% | +57.4% | +56.4% |
| 1Y | +47.4% | -23.4% | +70.8% | +74.6% |
| All | +47.4% | -24.5% | +71.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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