+5.8%
GAP vs JAAA
+26.7%
-20.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.5% |
| 30D | -0.7% | +0.5% | -1.1% | -2.0% |
| 3M | -0.5% | +1.2% | -1.7% | -4.1% |
| 6M | -5.0% | +2.7% | -7.7% | -12.3% |
| YTD | -14.7% | +3.2% | -17.9% | -22.2% |
| 1Y | -8.6% | +4.8% | -13.4% | -20.2% |
| 3Y | +108.4% | +19.0% | +89.4% | +50.1% |
| 5Y | +5.8% | +26.8% | -21.0% | -33.7% |
| All | +5.8% | +26.7% | -20.9% | -33.7% |
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