+58.1%
GEN vs JAAA
+18.9%
+39.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.7% | +0.1% | -0.8% | -1.2% |
| 30D | +2.6% | +0.5% | +2.2% | +0.3% |
| 3M | +15.8% | +1.2% | +14.6% | +9.0% |
| 6M | +33.1% | +2.8% | +30.3% | +16.1% |
| YTD | +11.3% | +3.2% | +8.1% | -4.3% |
| 1Y | +1.7% | +4.8% | -3.2% | -18.9% |
| 3Y | +58.1% | +19.0% | +39.2% | +4.8% |
| All | +58.1% | +18.9% | +39.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling