-37.4%
GIS vs JAAA
+18.9%
-56.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -5.2% | +0.4% | -5.6% | -5.2% |
| 3M | +8.2% | +1.2% | +7.0% | +8.2% |
| 6M | -12.0% | +2.7% | -14.7% | -11.9% |
| YTD | -18.9% | +3.2% | -22.1% | -18.7% |
| 1Y | -23.6% | +4.8% | -28.4% | -23.5% |
| All | -37.4% | +18.9% | -56.3% | -40.9% |
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