+190.7%
GD vs JAAA
+30.2%
+160.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -5.0% | +0.2% | -5.1% | -5.1% |
| 30D | +8.9% | +0.4% | +8.5% | +8.5% |
| 3M | -8.0% | +1.2% | -9.3% | -9.0% |
| 6M | +2.9% | +2.3% | +0.6% | +0.9% |
| YTD | +7.1% | +3.9% | +3.2% | +3.7% |
| 1Y | +5.9% | +4.8% | +1.1% | +1.8% |
| 3Y | +53.9% | +18.5% | +35.3% | +40.5% |
| 5Y | +95.4% | +27.5% | +68.0% | +76.3% |
| All | +190.7% | +30.2% | +160.5% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling