+218.6%
GRMN vs JAAA
+29.3%
+189.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.2% | +0.1% | +0.1% | -0.1% |
| 30D | -11.3% | +0.5% | -11.8% | -12.3% |
| 3M | +17.7% | +1.2% | +16.5% | +14.4% |
| 6M | +14.2% | +2.8% | +11.3% | +6.9% |
| YTD | +37.0% | +3.2% | +33.8% | +27.5% |
| 1Y | +17.0% | +4.8% | +12.1% | +5.2% |
| 3Y | +183.2% | +19.0% | +164.2% | +124.0% |
| 5Y | +77.3% | +26.8% | +50.4% | +32.5% |
| All | +218.6% | +29.3% | +189.4% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling