+126.1%
GLD vs JAAA
+18.9%
+107.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +0.2% | +0.5% | -0.3% | +0.4% |
| 3M | +3.2% | +1.2% | +2.0% | +3.9% |
| 6M | -14.6% | +2.7% | -17.4% | -13.3% |
| YTD | +1.8% | +3.2% | -1.4% | +3.6% |
| 1Y | +20.7% | +4.8% | +15.9% | +23.7% |
| All | +126.1% | +18.9% | +107.2% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling