+65.8%
GEN vs JAAA
+29.4%
+36.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +6.1% | +0.5% | +5.6% | +5.1% |
| 3M | +27.0% | +1.3% | +25.7% | +24.0% |
| 6M | +43.9% | +2.8% | +41.1% | +36.8% |
| YTD | +13.0% | +3.3% | +9.7% | +6.6% |
| 1Y | +4.0% | +4.9% | -0.9% | -4.4% |
| 3Y | +66.2% | +19.0% | +47.2% | +38.0% |
| 5Y | +23.2% | +26.9% | -3.7% | -0.3% |
| All | +65.8% | +29.4% | +36.4% | +34.4% |
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