+419.3%
JHX vs GWRE
+741.3%
-322.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.3% | -13.2% | +6.9% | -3.0% |
| 30D | -7.7% | -18.6% | +10.8% | -4.0% |
| 3M | +19.2% | +18.9% | +0.3% | +11.5% |
| 6M | +38.3% | -11.0% | +49.2% | +36.8% |
| YTD | +37.2% | -29.9% | +67.1% | +43.9% |
| 1Y | +42.3% | -44.3% | +86.6% | +59.4% |
| 3Y | -4.4% | +51.7% | -56.1% | -23.3% |
| 5Y | -26.4% | +15.4% | -41.8% | -38.1% |
| 10Y | +106.3% | +129.4% | -23.2% | +44.1% |
| All | +419.3% | +741.3% | -322.0% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling