+34.9%
GAP vs JAAA
+29.3%
+5.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.6% |
| 30D | -0.2% | +0.4% | -0.7% | -1.6% |
| 3M | 0.0% | +1.2% | -1.2% | -3.8% |
| 6M | -8.1% | +2.7% | -10.8% | -15.8% |
| YTD | -16.5% | +3.2% | -19.6% | -24.6% |
| 1Y | -10.5% | +4.8% | -15.3% | -23.0% |
| 3Y | +104.0% | +19.0% | +85.0% | +34.9% |
| 5Y | +6.8% | +26.8% | -20.0% | -37.7% |
| All | +34.9% | +29.3% | +5.7% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling