-32.0%
GFS vs JAAA
+27.4%
-59.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -16.0% | +0.4% | -16.4% | -16.6% |
| 3M | -24.7% | +1.1% | -25.8% | -26.3% |
| 6M | -45.1% | +2.3% | -47.4% | -47.4% |
| YTD | +16.5% | +3.9% | +12.6% | +8.7% |
| 1Y | +19.3% | +4.8% | +14.5% | +9.7% |
| 3Y | -20.0% | +18.4% | -38.4% | -32.2% |
| 5Y | -32.0% | +27.4% | -59.4% | -52.5% |
| All | -32.0% | +27.4% | -59.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling