+508.2%
GME vs JAAA
+29.4%
+478.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.9% |
| 7D | +10.4% | +0.1% | +10.3% | +10.6% |
| 30D | +14.1% | +0.5% | +13.5% | +15.3% |
| 3M | -4.6% | +1.3% | -5.9% | -2.2% |
| 6M | -13.5% | +2.8% | -16.3% | -8.6% |
| YTD | +5.3% | +3.3% | +2.1% | +12.5% |
| 1Y | -14.9% | +4.9% | -19.8% | -6.0% |
| 3Y | +24.3% | +19.0% | +5.3% | +89.2% |
| 5Y | -55.6% | +26.9% | -82.5% | -31.1% |
| All | +508.2% | +29.4% | +478.8% | +1,268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling