+188.6%
GGLL vs JAAA
+29.1%
+159.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.2% |
| 7D | +3.1% | +0.2% | +2.9% | +2.4% |
| 30D | -36.3% | +0.4% | -36.8% | -37.4% |
| 3M | -40.4% | +1.2% | -41.6% | -43.2% |
| 6M | -54.6% | +2.3% | -57.0% | -58.7% |
| YTD | -31.1% | +3.9% | -35.0% | -40.8% |
| 1Y | -19.2% | +4.8% | -24.0% | -32.8% |
| 3Y | +151.5% | +18.5% | +133.0% | +77.5% |
| All | +188.6% | +29.1% | +159.5% | +72.8% |
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 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