-61.3%
FGI vs JAAA
+26.3%
-87.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.2% | +0.1% | +5.1% | +5.3% |
| 30D | +65.2% | +0.5% | +64.8% | +66.5% |
| 3M | +30.2% | +1.2% | +29.0% | +33.0% |
| 6M | +87.8% | +2.8% | +85.0% | +97.1% |
| YTD | +32.5% | +3.2% | +29.3% | +39.7% |
| 1Y | +93.6% | +4.8% | +88.7% | +109.0% |
| 3Y | -2.6% | +19.0% | -21.6% | +18.3% |
| All | -61.3% | +26.3% | -87.6% | -57.5% |
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 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