+128.0%
GLD vs JAAA
+29.3%
+98.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +4.4% | +0.5% | +3.9% | +4.2% |
| 3M | -1.1% | +1.3% | -2.4% | -1.5% |
| 6M | -13.8% | +2.7% | -16.4% | -14.4% |
| YTD | +2.6% | +3.2% | -0.5% | +1.7% |
| 1Y | +24.5% | +4.9% | +19.6% | +22.6% |
| 3Y | +125.8% | +19.0% | +106.9% | +107.5% |
| 5Y | +137.8% | +26.8% | +111.0% | +109.0% |
| All | +128.0% | +29.3% | +98.8% | +93.8% |
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