+201.5%
GD vs JAAA
+30.2%
+171.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +9.5% | +0.4% | +9.1% | +9.1% |
| 3M | -5.8% | +1.2% | -7.0% | -6.8% |
| 6M | +7.7% | +2.3% | +5.4% | +5.6% |
| YTD | +11.1% | +4.0% | +7.1% | +7.5% |
| 1Y | +6.1% | +4.8% | +1.3% | +2.0% |
| 3Y | +59.8% | +18.5% | +41.3% | +45.9% |
| 5Y | +104.6% | +27.5% | +77.1% | +84.5% |
| All | +201.5% | +30.2% | +171.3% | +162.3% |
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