+480.1%
GS vs JAAA
+29.3%
+450.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | +0.9% | +0.2% | +0.8% | +0.5% |
| 30D | -1.6% | +0.5% | -2.1% | -2.9% |
| 3M | -4.5% | +1.3% | -5.7% | -7.6% |
| 6M | +20.9% | +2.7% | +18.2% | +12.8% |
| YTD | +19.9% | +3.2% | +16.7% | +10.6% |
| 1Y | +41.4% | +4.9% | +36.5% | +25.3% |
| 3Y | +239.2% | +19.0% | +220.2% | +159.2% |
| 5Y | +185.0% | +26.8% | +158.2% | +103.3% |
| All | +480.1% | +29.3% | +450.8% | +266.1% |
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