+300.8%
GLW vs JAAA
+30.2%
+270.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +15.5% | +0.1% | +15.4% | +15.3% |
| 30D | -19.6% | +0.4% | -20.0% | -20.3% |
| 3M | -28.5% | +1.2% | -29.7% | -30.5% |
| 6M | -39.5% | +2.3% | -41.8% | -42.6% |
| YTD | +37.2% | +4.0% | +33.2% | +25.8% |
| 1Y | +35.4% | +4.8% | +30.6% | +22.2% |
| 3Y | +359.7% | +18.5% | +341.2% | +263.1% |
| 5Y | +244.0% | +27.5% | +216.5% | +151.3% |
| All | +300.8% | +30.2% | +270.6% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling