+465.0%
GLW vs JAAA
+29.3%
+435.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | +0.1% | +16.8% | +16.6% |
| 30D | +7.0% | +0.5% | +6.5% | +5.9% |
| 3M | -3.0% | +1.2% | -4.2% | -5.7% |
| 6M | +31.0% | +2.7% | +28.3% | +23.2% |
| YTD | +93.4% | +3.2% | +90.2% | +80.4% |
| 1Y | +134.7% | +4.8% | +129.9% | +112.5% |
| 3Y | +471.8% | +19.0% | +452.8% | +355.2% |
| 5Y | +394.5% | +26.8% | +367.7% | +266.0% |
| All | +465.0% | +29.3% | +435.7% | +278.3% |
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