+154.7%
GS vs JAAA
+27.5%
+127.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.1% | +0.1% | +5.0% | +4.9% |
| 30D | +2.4% | +0.4% | +2.0% | +1.3% |
| 3M | -11.5% | +1.2% | -12.7% | -14.2% |
| 6M | -2.5% | +2.3% | -4.8% | -8.2% |
| YTD | +5.5% | +4.0% | +1.5% | -4.6% |
| 1Y | +11.0% | +4.8% | +6.2% | -1.5% |
| 3Y | +200.1% | +18.5% | +181.6% | +131.5% |
| 5Y | +154.7% | +27.5% | +127.2% | +81.0% |
| All | +154.7% | +27.5% | +127.2% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling