+116.5%
GLDM vs JAAA
+30.2%
+86.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | -4.7% | +1.1% | -5.8% | -5.0% |
| 6M | -12.4% | +2.3% | -14.7% | -12.9% |
| YTD | -4.1% | +3.9% | -7.9% | -5.1% |
| 1Y | +3.3% | +4.8% | -1.5% | +2.0% |
| 3Y | +110.9% | +18.4% | +92.5% | +95.2% |
| 5Y | +124.8% | +27.4% | +97.4% | +97.9% |
| All | +116.5% | +30.2% | +86.3% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling