+97.2%
GD vs JAAA
+25.6%
+71.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.3% | +0.2% | -5.4% | -5.4% |
| 30D | -6.4% | +0.5% | -7.0% | -6.9% |
| 3M | +5.7% | +1.3% | +4.4% | +4.4% |
| 6M | -0.9% | +2.7% | -3.6% | -3.3% |
| YTD | +8.2% | +3.2% | +5.0% | +5.1% |
| 1Y | +13.4% | +4.9% | +8.5% | +8.5% |
| 3Y | +68.5% | +19.0% | +49.5% | +52.7% |
| All | +97.2% | +25.6% | +71.6% | +78.7% |
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