+56.7%
GH vs JAAA
+29.3%
+27.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -4.5% | +0.5% | -4.9% | -5.1% |
| 3M | +28.9% | +1.2% | +27.7% | +26.8% |
| 6M | +76.5% | +2.8% | +73.7% | +70.0% |
| YTD | +57.6% | +3.2% | +54.4% | +51.4% |
| 1Y | +167.5% | +4.8% | +162.7% | +152.3% |
| 3Y | +377.4% | +19.0% | +358.4% | +334.1% |
| 5Y | +23.8% | +26.8% | -3.0% | +5.3% |
| All | +56.7% | +29.3% | +27.4% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling