+167.9%
GM vs JAAA
+29.4%
+138.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -1.1% | +0.5% | -1.6% | -2.3% |
| 3M | +6.1% | +1.3% | +4.9% | +3.1% |
| 6M | +15.0% | +2.8% | +12.2% | +8.0% |
| YTD | +6.0% | +3.3% | +2.7% | -1.3% |
| 1Y | +47.1% | +4.9% | +42.2% | +32.4% |
| 3Y | +170.5% | +19.0% | +151.5% | +100.3% |
| 5Y | +80.5% | +26.9% | +53.6% | +18.9% |
| All | +167.9% | +29.4% | +138.5% | +50.1% |
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 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