+93.6%
FGI vs JAAA
+4.8%
+88.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.2% | +0.1% | +5.1% | +7.5% |
| 30D | +65.2% | +0.5% | +64.8% | +83.2% |
| 3M | +30.2% | +1.2% | +29.0% | +78.2% |
| 6M | +87.8% | +2.8% | +85.0% | +281.6% |
| YTD | +32.5% | +3.2% | +29.3% | +248.2% |
| 1Y | +93.6% | +4.8% | +88.7% | +4,001.3% |
| All | +93.6% | +4.8% | +88.7% | +4,001.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling