+75.6%
GRMN vs JAAA
+26.8%
+48.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -12.1% | +0.4% | -12.5% | -13.1% |
| 3M | +18.0% | +1.2% | +16.8% | +14.3% |
| 6M | +13.7% | +2.7% | +11.1% | +6.1% |
| YTD | +35.3% | +3.2% | +32.1% | +24.7% |
| 1Y | +17.2% | +4.8% | +12.4% | +4.1% |
| 3Y | +179.6% | +19.0% | +160.7% | +113.3% |
| 5Y | +75.6% | +26.8% | +48.8% | +25.0% |
| All | +75.6% | +26.8% | +48.7% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling