-25.7%
GIS vs JAAA
+26.5%
-52.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | -6.1% | +0.5% | -6.6% | -6.1% |
| 3M | +7.8% | +1.3% | +6.6% | +7.7% |
| 6M | -8.8% | +2.8% | -11.6% | -9.0% |
| YTD | -19.1% | +3.3% | -22.4% | -19.3% |
| 1Y | -24.8% | +4.9% | -29.7% | -25.1% |
| 3Y | -37.6% | +19.0% | -56.5% | -38.9% |
| All | -25.7% | +26.5% | -52.2% | -27.1% |
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 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