-45.8%
GPN vs JAAA
+29.4%
-75.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | 0.0% | +0.5% | -0.5% | -1.2% |
| 3M | +35.8% | +1.3% | +34.6% | +31.8% |
| 6M | +22.0% | +2.8% | +19.2% | +14.4% |
| YTD | +15.2% | +3.3% | +11.9% | +7.1% |
| 1Y | +3.5% | +4.9% | -1.4% | -7.0% |
| 3Y | -26.9% | +19.0% | -45.9% | -42.3% |
| 5Y | -44.2% | +26.9% | -71.1% | -58.9% |
| All | -45.8% | +29.4% | -75.2% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling