+61.5%
GNRC vs JAAA
+19.0%
+42.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.6% |
| 30D | -15.7% | +0.5% | -16.3% | -17.9% |
| 3M | -27.3% | +1.3% | -28.6% | -31.8% |
| 6M | -12.1% | +2.8% | -14.8% | -23.1% |
| YTD | +37.1% | +3.3% | +33.9% | +17.7% |
| 1Y | -0.5% | +4.9% | -5.4% | -20.4% |
| 3Y | +61.5% | +19.0% | +42.5% | +0.2% |
| All | +61.5% | +19.0% | +42.5% | +0.2% |
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 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