-45.8%
GPN vs JAAA
+29.3%
-75.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | +3.1% | +0.4% | +2.7% | +2.1% |
| 3M | +42.3% | +1.2% | +41.1% | +38.3% |
| 6M | +20.9% | +2.7% | +18.2% | +13.7% |
| YTD | +15.2% | +3.2% | +12.0% | +7.3% |
| 1Y | +5.4% | +4.8% | +0.6% | -5.1% |
| 3Y | -27.4% | +19.0% | -46.4% | -42.6% |
| 5Y | -44.2% | +26.8% | -71.0% | -58.8% |
| All | -45.8% | +29.3% | -75.0% | -63.7% |
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 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