+197.3%
GD vs JAAA
+30.2%
+167.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | +9.3% | +0.4% | +8.9% | +8.9% |
| 3M | -7.2% | +1.1% | -8.3% | -8.1% |
| 6M | +5.5% | +2.3% | +3.2% | +3.4% |
| YTD | +9.5% | +3.9% | +5.6% | +6.1% |
| 1Y | +6.4% | +4.8% | +1.6% | +2.4% |
| 3Y | +59.8% | +18.4% | +41.4% | +46.0% |
| 5Y | +98.0% | +27.4% | +70.6% | +78.6% |
| All | +197.3% | +30.2% | +167.1% | +158.8% |
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 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