-2.7%
GFS vs JAAA
+26.5%
-29.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -16.4% | +0.5% | -16.8% | -17.1% |
| 3M | -41.6% | +1.2% | -42.8% | -42.8% |
| 6M | -3.7% | +2.8% | -6.5% | -8.3% |
| YTD | +29.3% | +3.2% | +26.1% | +22.5% |
| 1Y | +37.1% | +4.8% | +32.3% | +26.7% |
| 3Y | -22.1% | +19.0% | -41.1% | -32.6% |
| All | -2.7% | +26.5% | -29.2% | -27.7% |
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