+26.6%
GDDY vs JAAA
+29.4%
-2.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.8% | +0.5% | +6.3% | +6.4% |
| 3M | +30.5% | +1.3% | +29.2% | +29.3% |
| 6M | +13.3% | +2.8% | +10.5% | +11.1% |
| YTD | -21.0% | +3.3% | -24.2% | -22.8% |
| 1Y | -34.0% | +4.9% | -38.9% | -36.4% |
| 3Y | +33.1% | +19.0% | +14.1% | +29.8% |
| 5Y | +30.3% | +26.9% | +3.4% | +27.6% |
| All | +26.6% | +29.4% | -2.8% | +28.8% |
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