+383.6%
GS vs JAAA
+30.2%
+353.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | -3.2% | +0.2% | -3.4% | -3.6% |
| 30D | -2.4% | +0.4% | -2.8% | -3.5% |
| 3M | -15.7% | +1.2% | -16.9% | -18.3% |
| 6M | -6.8% | +2.3% | -9.1% | -12.3% |
| YTD | -0.1% | +3.9% | -3.9% | -9.4% |
| 1Y | +12.1% | +4.8% | +7.3% | -0.6% |
| 3Y | +185.8% | +18.5% | +167.2% | +116.3% |
| 5Y | +140.1% | +27.5% | +112.6% | +69.0% |
| All | +383.6% | +30.2% | +353.4% | +199.8% |
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 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