+0.2%
GPC vs JAAA
+4.7%
-4.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.9% |
| 30D | -6.0% | +0.4% | -6.4% | -8.4% |
| 3M | -7.6% | +1.2% | -8.8% | -14.3% |
| 6M | +24.2% | +2.3% | +21.9% | +9.7% |
| YTD | +2.7% | +4.0% | -1.2% | -13.4% |
| 1Y | +0.2% | +4.8% | -4.6% | -23.7% |
| All | +0.2% | +4.7% | -4.6% | -23.7% |
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