+138.9%
GLD vs JAAA
+26.4%
+112.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | +0.5% | -0.1% | +0.2% |
| 3M | +0.6% | +1.2% | -0.6% | +0.3% |
| 6M | -15.6% | +2.8% | -18.4% | -16.1% |
| YTD | +0.9% | +3.2% | -2.3% | +0.1% |
| 1Y | +19.4% | +4.8% | +14.5% | +17.9% |
| 3Y | +124.5% | +19.0% | +105.5% | +107.6% |
| 5Y | +138.9% | +26.8% | +112.1% | +107.2% |
| All | +138.9% | +26.4% | +112.5% | +107.2% |
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