+121.8%
GLDM vs JAAA
+27.4%
+94.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +0.2% | +4.5% | +4.6% |
| 30D | -0.9% | +0.4% | -1.3% | -1.0% |
| 3M | -4.3% | +1.2% | -5.5% | -4.5% |
| 6M | -13.4% | +2.3% | -15.7% | -13.8% |
| YTD | -5.8% | +3.9% | -9.7% | -6.5% |
| 1Y | +2.1% | +4.8% | -2.8% | +1.0% |
| 3Y | +105.0% | +18.5% | +86.5% | +91.5% |
| All | +121.8% | +27.4% | +94.3% | +96.4% |
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