+328.4%
GGLL vs JAAA
+28.2%
+300.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.5% |
| 30D | -9.7% | +0.5% | -10.2% | -11.4% |
| 3M | -18.0% | +1.2% | -19.2% | -22.0% |
| 6M | +15.3% | +2.8% | +12.4% | +3.1% |
| YTD | +2.2% | +3.2% | -1.0% | -9.7% |
| 1Y | +73.1% | +4.8% | +68.2% | +44.5% |
| 3Y | +242.7% | +19.0% | +223.7% | +146.4% |
| All | +328.4% | +28.2% | +300.1% | +163.8% |
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 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