+254.6%
GLW vs JAAA
+27.4%
+227.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -18.2% | +0.4% | -18.6% | -19.0% |
| 3M | -24.2% | +1.2% | -25.4% | -26.3% |
| 6M | -41.7% | +2.3% | -44.1% | -44.8% |
| YTD | +38.3% | +4.0% | +34.3% | +26.7% |
| 1Y | +38.2% | +4.8% | +33.4% | +24.7% |
| 3Y | +363.4% | +18.5% | +344.9% | +271.5% |
| 5Y | +254.6% | +27.5% | +227.1% | +165.6% |
| All | +254.6% | +27.4% | +227.2% | +165.6% |
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