+16.9%
GME vs JAAA
+18.9%
-2.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +4.8% | +0.1% | +4.8% | +5.0% |
| 30D | +5.9% | +0.5% | +5.4% | +6.5% |
| 3M | -10.7% | +1.2% | -12.0% | -9.2% |
| 6M | -19.8% | +2.7% | -22.5% | -16.9% |
| YTD | -0.9% | +3.2% | -4.1% | +3.5% |
| 1Y | -15.7% | +4.8% | -20.5% | -9.5% |
| All | +16.9% | +18.9% | -2.1% | +206.5% |
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