+643.2%
GEV vs JAAA
+14.5%
+628.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.1% | +0.1% | +8.0% | +7.2% |
| 30D | -1.9% | +0.5% | -2.4% | -5.5% |
| 3M | +4.1% | +1.2% | +2.9% | -5.7% |
| 6M | +23.2% | +2.8% | +20.4% | -1.8% |
| YTD | +48.9% | +3.2% | +45.7% | +15.9% |
| 1Y | +62.2% | +4.8% | +57.3% | +12.2% |
| All | +643.2% | +14.5% | +628.7% | +644.2% |
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