+478.9%
GS vs JAAA
+29.3%
+449.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.1% |
| 30D | +0.2% | +0.5% | -0.3% | -1.0% |
| 3M | -0.3% | +1.2% | -1.5% | -3.4% |
| 6M | +27.4% | +2.8% | +24.5% | +18.3% |
| YTD | +19.6% | +3.2% | +16.5% | +10.4% |
| 1Y | +42.5% | +4.8% | +37.6% | +26.4% |
| 3Y | +240.4% | +19.0% | +221.5% | +160.2% |
| 5Y | +188.9% | +26.8% | +162.1% | +106.0% |
| All | +478.9% | +29.3% | +449.7% | +265.4% |
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