+406.2%
GS vs JAAA
+30.2%
+376.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +0.8% | +0.1% | +0.8% | +0.7% |
| 30D | +1.2% | +0.4% | +0.8% | +0.2% |
| 3M | -12.4% | +1.1% | -13.5% | -15.0% |
| 6M | -2.3% | +2.3% | -4.6% | -7.9% |
| YTD | +4.6% | +3.9% | +0.7% | -5.2% |
| 1Y | +17.5% | +4.8% | +12.7% | +4.3% |
| 3Y | +202.0% | +18.4% | +183.6% | +128.8% |
| 5Y | +152.4% | +27.4% | +125.0% | +77.9% |
| All | +406.2% | +30.2% | +376.0% | +213.8% |
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