+201.7%
GD vs JAAA
+30.2%
+171.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +10.9% | +0.4% | +10.5% | +10.5% |
| 3M | -6.8% | +1.2% | -7.9% | -7.7% |
| 6M | +7.0% | +2.3% | +4.7% | +4.9% |
| YTD | +11.1% | +3.9% | +7.2% | +7.6% |
| 1Y | +7.0% | +4.8% | +2.3% | +2.9% |
| 3Y | +59.9% | +18.5% | +41.5% | +46.0% |
| 5Y | +102.5% | +27.5% | +75.0% | +82.6% |
| All | +201.7% | +30.2% | +171.5% | +162.5% |
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