-20.1%
GFS vs JAAA
+18.5%
-38.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.9% |
| 7D | +7.4% | +0.1% | +7.3% | +6.9% |
| 30D | -15.3% | +0.4% | -15.7% | -16.9% |
| 3M | -21.1% | +1.2% | -22.3% | -25.3% |
| 6M | -44.5% | +2.3% | -46.8% | -50.0% |
| YTD | +19.2% | +4.0% | +15.2% | +0.2% |
| 1Y | +27.2% | +4.8% | +22.4% | +3.4% |
| 3Y | -20.1% | +18.4% | -38.6% | -20.3% |
| All | -20.1% | +18.5% | -38.6% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling