+119.6%
GLW vs JAAA
+4.7%
+114.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -2.9% |
| 7D | +11.7% | +0.1% | +11.6% | +10.6% |
| 30D | +2.7% | +0.4% | +2.2% | -3.0% |
| 3M | -2.8% | +1.2% | -4.0% | -17.7% |
| 6M | +20.2% | +2.7% | +17.5% | -16.7% |
| YTD | +87.3% | +3.2% | +84.1% | +25.8% |
| 1Y | +119.6% | +4.8% | +114.8% | +32.4% |
| All | +119.6% | +4.7% | +114.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling