+9.3%
GEHC vs JAAA
+26.3%
-17.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.5% |
| 7D | -7.6% | +0.1% | -7.7% | -7.9% |
| 30D | -10.7% | +0.5% | -11.1% | -11.9% |
| 3M | -1.2% | +1.2% | -2.5% | -5.0% |
| 6M | -13.7% | +2.7% | -16.5% | -20.7% |
| YTD | -20.4% | +3.2% | -23.6% | -27.9% |
| 1Y | -17.0% | +4.8% | -21.8% | -28.3% |
| 3Y | +0.9% | +19.0% | -18.1% | -14.9% |
| All | +9.3% | +26.3% | -17.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling