+7.4%
GPC vs JAAA
+27.1%
-19.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -1.8% | +0.4% | -2.2% | -2.2% |
| 3M | -6.6% | +1.2% | -7.8% | -7.6% |
| 6M | +21.3% | +2.3% | +19.0% | +18.9% |
| YTD | +4.3% | +3.9% | +0.3% | +1.0% |
| 1Y | +3.3% | +4.8% | -1.5% | -0.6% |
| 3Y | +0.8% | +18.5% | -17.7% | -7.8% |
| 5Y | +7.4% | +27.5% | -20.1% | -4.2% |
| All | +7.4% | +27.1% | -19.7% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling