+1.3%
GPC vs JAAA
+4.9%
-3.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | 0.0% |
| 7D | +0.4% | +0.2% | +0.2% | -0.4% |
| 30D | +5.1% | +0.5% | +4.6% | +2.4% |
| 3M | +41.5% | +1.3% | +40.3% | +34.0% |
| 6M | +21.8% | +2.7% | +19.2% | +12.6% |
| YTD | +14.6% | +3.2% | +11.4% | +5.0% |
| 1Y | +1.3% | +4.9% | -3.7% | -6.0% |
| All | +1.3% | +4.9% | -3.6% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling