+29.3%
GPC vs JAAA
+26.4%
+2.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.4% | +0.5% | -0.8% | -0.8% |
| 3M | +39.2% | +1.2% | +38.0% | +37.8% |
| 6M | +18.2% | +2.8% | +15.4% | +15.6% |
| YTD | +12.1% | +3.2% | +8.9% | +9.4% |
| 1Y | -0.7% | +4.8% | -5.5% | -4.2% |
| 3Y | -1.7% | +19.0% | -20.6% | -9.2% |
| 5Y | +29.3% | +26.8% | +2.5% | +19.9% |
| All | +29.3% | +26.4% | +2.9% | +19.9% |
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