+63.2%
GPC vs JAAA
+29.3%
+33.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.0% |
| 30D | +6.0% | +0.5% | +5.4% | +5.4% |
| 3M | +42.6% | +1.3% | +41.4% | +41.0% |
| 6M | +22.8% | +2.7% | +20.1% | +20.0% |
| YTD | +15.5% | +3.2% | +12.3% | +12.3% |
| 1Y | +2.0% | +4.9% | -2.9% | -2.0% |
| 3Y | -1.4% | +19.0% | -20.4% | -11.2% |
| 5Y | +30.6% | +26.8% | +3.8% | +13.3% |
| All | +63.2% | +29.3% | +33.9% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling