-36.9%
GLXY vs JAAA
+7.7%
-44.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.8% |
| 7D | +5.3% | +0.1% | +5.2% | +3.8% |
| 30D | -19.8% | +0.4% | -20.2% | -24.5% |
| 3M | -31.4% | +1.2% | -32.6% | -42.2% |
| 6M | -53.3% | +2.3% | -55.6% | -67.0% |
| YTD | -35.7% | +4.0% | -39.7% | -61.8% |
| 1Y | -47.2% | +4.8% | -52.0% | -68.6% |
| All | -36.9% | +7.7% | -44.6% | -56.0% |
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