+104.1%
GLDM vs JAAA
+18.5%
+85.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.0% | +0.1% | -2.1% | -1.9% |
| 30D | -4.4% | +0.4% | -4.8% | -4.2% |
| 3M | -8.8% | +1.2% | -10.0% | -8.2% |
| 6M | -15.9% | +2.3% | -18.2% | -14.6% |
| YTD | -7.7% | +4.0% | -11.6% | -5.2% |
| 1Y | -3.6% | +4.8% | -8.4% | -0.5% |
| All | +104.1% | +18.5% | +85.7% | +128.6% |
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