-4.4%
JHX vs GWW
+89.6%
-94.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.3% | -3.4% | -3.0% | -4.5% |
| 30D | -7.7% | -1.9% | -5.8% | -6.8% |
| 3M | +19.2% | -2.4% | +21.6% | +20.2% |
| 6M | +38.3% | +15.7% | +22.5% | +26.5% |
| YTD | +37.2% | +27.6% | +9.6% | +18.7% |
| 1Y | +42.3% | +27.2% | +15.1% | +23.1% |
| 3Y | -4.4% | +89.7% | -94.1% | -37.5% |
| All | -4.4% | +89.6% | -94.0% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling