+228.0%
GRMN vs JAAA
+29.4%
+198.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.2% | +4.1% |
| 7D | +2.4% | +0.1% | +2.4% | +2.2% |
| 30D | -8.5% | +0.5% | -9.0% | -9.6% |
| 3M | +19.5% | +1.3% | +18.2% | +16.0% |
| 6M | +21.2% | +2.8% | +18.4% | +13.6% |
| YTD | +41.0% | +3.3% | +37.8% | +31.0% |
| 1Y | +19.6% | +4.9% | +14.7% | +7.3% |
| 3Y | +183.8% | +19.0% | +164.8% | +124.2% |
| 5Y | +83.0% | +26.9% | +56.1% | +36.5% |
| All | +228.0% | +29.4% | +198.6% | +150.5% |
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 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