+35.8%
GEN vs JAAA
+27.4%
+8.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +31.2% | +0.4% | +30.8% | +30.1% |
| 3M | +6.1% | +1.2% | +4.9% | +3.6% |
| 6M | +38.1% | +2.3% | +35.8% | +31.8% |
| YTD | +14.4% | +4.0% | +10.4% | +6.0% |
| 1Y | +15.1% | +4.8% | +10.4% | +5.2% |
| 3Y | +68.5% | +18.5% | +50.0% | +37.3% |
| 5Y | +35.8% | +27.5% | +8.3% | +7.7% |
| All | +35.8% | +27.4% | +8.5% | +7.7% |
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