-67.7%
FGI vs JAAA
+27.3%
-95.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.2% | 0.0% | -25.2% | -25.1% |
| 7D | -14.4% | +0.1% | -14.5% | -14.2% |
| 30D | -11.8% | +0.4% | -12.2% | -11.1% |
| 3M | -46.2% | +1.2% | -47.5% | -45.1% |
| 6M | +5.2% | +2.3% | +2.9% | +9.6% |
| YTD | +10.5% | +4.0% | +6.5% | +18.2% |
| 1Y | +25.5% | +4.8% | +20.7% | +35.8% |
| 3Y | -16.0% | +18.4% | -34.4% | +1.6% |
| All | -67.7% | +27.3% | -95.0% | -64.0% |
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