+37.0%
GAP vs JAAA
+30.3%
+6.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -1.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.2% |
| 30D | -7.1% | +0.4% | -7.5% | -8.3% |
| 3M | +4.1% | +1.2% | +2.9% | +0.1% |
| 6M | +1.9% | +2.3% | -0.4% | -5.4% |
| YTD | -15.2% | +4.0% | -19.2% | -25.4% |
| 1Y | -10.6% | +4.8% | -15.5% | -23.3% |
| 3Y | +74.6% | +18.4% | +56.1% | +14.8% |
| 5Y | +3.7% | +27.5% | -23.9% | -40.2% |
| All | +37.0% | +30.3% | +6.7% | -33.0% |
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