+195.8%
GGLL vs JAAA
+29.1%
+166.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +6.3% | +0.1% | +6.3% | +6.1% |
| 30D | -35.1% | +0.4% | -35.5% | -36.1% |
| 3M | -37.7% | +1.1% | -38.8% | -40.5% |
| 6M | -54.1% | +2.3% | -56.4% | -58.1% |
| YTD | -29.4% | +3.9% | -33.3% | -39.3% |
| 1Y | -13.4% | +4.8% | -18.2% | -27.9% |
| 3Y | +158.3% | +18.4% | +139.9% | +82.4% |
| All | +195.8% | +29.1% | +166.7% | +77.1% |
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