+7.2%
GEHC vs JAAA
+26.4%
-19.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.7% |
| 7D | -7.2% | +0.1% | -7.2% | -7.4% |
| 30D | -11.6% | +0.5% | -12.1% | -13.0% |
| 3M | -0.8% | +1.3% | -2.1% | -4.7% |
| 6M | -11.9% | +2.8% | -14.7% | -19.2% |
| YTD | -21.9% | +3.3% | -25.2% | -29.4% |
| 1Y | -17.8% | +4.9% | -22.8% | -29.2% |
| 3Y | -3.5% | +19.0% | -22.5% | -18.8% |
| All | +7.2% | +26.4% | -19.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling