+352.5%
GFI vs JAAA
+29.3%
+323.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.8% |
| 7D | -5.1% | +0.1% | -5.2% | -5.3% |
| 30D | +13.4% | +0.4% | +13.0% | +12.6% |
| 3M | +36.2% | +1.2% | +35.0% | +33.4% |
| 6M | -9.8% | +2.7% | -12.5% | -13.8% |
| YTD | +7.7% | +3.2% | +4.5% | +2.2% |
| 1Y | +27.2% | +4.8% | +22.4% | +17.7% |
| 3Y | +300.3% | +19.0% | +281.3% | +185.5% |
| 5Y | +539.8% | +26.8% | +513.0% | +273.1% |
| All | +352.5% | +29.3% | +323.2% | +117.8% |
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