+16.1%
GWRE vs JAAA
+26.5%
-10.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -13.2% | +0.1% | -13.3% | -13.3% |
| 30D | -18.6% | +0.5% | -19.1% | -19.2% |
| 3M | +18.9% | +1.3% | +17.6% | +16.8% |
| 6M | -11.0% | +2.8% | -13.7% | -14.3% |
| YTD | -29.9% | +3.3% | -33.2% | -33.0% |
| 1Y | -44.3% | +4.9% | -49.3% | -48.0% |
| 3Y | +51.7% | +19.0% | +32.7% | +26.3% |
| All | +16.1% | +26.5% | -10.4% | -8.8% |
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 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