-44.3%
GWRE vs JAAA
+4.9%
-49.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -13.2% | +0.1% | -13.3% | -13.2% |
| 30D | -18.6% | +0.5% | -19.1% | -19.1% |
| 3M | +18.9% | +1.3% | +17.6% | +17.2% |
| 6M | -11.0% | +2.8% | -13.7% | -13.1% |
| YTD | -29.9% | +3.3% | -33.2% | -32.6% |
| 1Y | -44.3% | +4.9% | -49.3% | -47.3% |
| All | -44.3% | +4.9% | -49.2% | -47.3% |
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