+346.7%
GFI vs JAAA
+29.4%
+317.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.4% |
| 7D | -4.9% | +0.1% | -4.9% | -5.0% |
| 30D | +10.7% | +0.5% | +10.2% | +9.7% |
| 3M | +25.6% | +1.3% | +24.4% | +22.9% |
| 6M | -8.3% | +2.8% | -11.0% | -12.4% |
| YTD | +6.3% | +3.3% | +3.0% | +0.7% |
| 1Y | +22.1% | +4.9% | +17.2% | +12.8% |
| 3Y | +289.2% | +19.0% | +270.2% | +177.6% |
| 5Y | +531.7% | +26.9% | +504.8% | +267.9% |
| All | +346.7% | +29.4% | +317.4% | +114.7% |
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 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