+145.9%
GLDM vs JAAA
+25.6%
+120.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +4.4% | +0.5% | +3.9% | +4.3% |
| 3M | -1.1% | +1.3% | -2.3% | -1.3% |
| 6M | -13.7% | +2.7% | -16.3% | -14.1% |
| YTD | +2.8% | +3.2% | -0.4% | +2.1% |
| 1Y | +24.8% | +4.9% | +19.9% | +23.4% |
| 3Y | +127.8% | +19.0% | +108.8% | +111.2% |
| All | +145.9% | +25.6% | +120.3% | +114.2% |
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