+72.3%
GSK vs JAAA
+29.4%
+43.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -3.4% | +0.5% | -4.0% | -3.6% |
| 3M | -8.1% | +1.3% | -9.4% | -8.5% |
| 6M | -11.1% | +2.8% | -13.9% | -11.8% |
| YTD | +0.7% | +3.3% | -2.5% | -0.2% |
| 1Y | +20.1% | +4.9% | +15.2% | +18.6% |
| 3Y | +46.1% | +19.0% | +27.2% | +47.2% |
| 5Y | +48.2% | +26.9% | +21.3% | +52.9% |
| All | +72.3% | +29.4% | +43.0% | +63.6% |
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