-2.4%
GFS vs JAAA
+26.5%
-29.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +1.0% | +0.2% | +0.8% | +0.7% |
| 30D | -8.6% | +0.5% | -9.1% | -9.5% |
| 3M | -46.5% | +1.3% | -47.8% | -47.7% |
| 6M | -4.8% | +2.7% | -7.5% | -9.1% |
| YTD | +29.7% | +3.2% | +26.5% | +22.9% |
| 1Y | +35.8% | +4.9% | +30.9% | +25.4% |
| 3Y | -18.3% | +19.0% | -37.3% | -29.3% |
| All | -2.4% | +26.5% | -29.0% | -27.5% |
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 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