-25.1%
GWRE vs JAAA
+4.9%
-30.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | +0.1% | -20.0% | -19.8% |
| 7D | -21.1% | +0.2% | -21.3% | -21.0% |
| 30D | +1.3% | +0.5% | +0.8% | +1.3% |
| 3M | +7.4% | +1.3% | +6.2% | +7.8% |
| 6M | +5.6% | +2.7% | +3.0% | +7.4% |
| YTD | -19.2% | +3.2% | -22.4% | -17.1% |
| 1Y | -25.1% | +4.9% | -30.1% | -13.4% |
| All | -25.1% | +4.9% | -30.0% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling