+382.5%
GLW vs JAAA
+26.4%
+356.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +14.0% | +0.1% | +13.9% | +13.8% |
| 30D | +0.4% | +0.5% | -0.1% | -0.7% |
| 3M | -11.3% | +1.2% | -12.5% | -13.8% |
| 6M | +35.1% | +2.8% | +32.2% | +26.6% |
| YTD | +90.5% | +3.2% | +87.4% | +77.7% |
| 1Y | +132.0% | +4.8% | +127.2% | +109.8% |
| 3Y | +463.3% | +19.0% | +444.3% | +355.6% |
| 5Y | +382.5% | +26.8% | +355.7% | +270.1% |
| All | +382.5% | +26.4% | +356.1% | +270.1% |
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