+13.3%
GDDY vs JAAA
+2.7%
+10.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.4% |
| 30D | +6.8% | +0.5% | +6.3% | +5.6% |
| 3M | +30.5% | +1.3% | +29.2% | +25.5% |
| 6M | +13.3% | +2.8% | +10.5% | +4.0% |
| All | +13.3% | +2.7% | +10.6% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling