+105.9%
GILD vs JAAA
+19.0%
+86.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.9% |
| 7D | -4.8% | +0.1% | -4.9% | -5.0% |
| 30D | +5.8% | +0.5% | +5.2% | +4.7% |
| 3M | +14.9% | +1.3% | +13.7% | +12.1% |
| 6M | -0.4% | +2.8% | -3.1% | -5.5% |
| YTD | +18.5% | +3.3% | +15.3% | +11.4% |
| 1Y | +25.1% | +4.9% | +20.2% | +14.2% |
| 3Y | +105.9% | +19.0% | +86.9% | +96.4% |
| All | +105.9% | +19.0% | +86.9% | +96.4% |
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 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