+78.6%
GSK vs JAAA
+29.3%
+49.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -2.2% | +0.5% | -2.7% | -2.3% |
| 3M | -1.8% | +1.3% | -3.1% | -2.2% |
| 6M | -10.6% | +2.7% | -13.3% | -11.3% |
| YTD | +4.4% | +3.2% | +1.2% | +3.5% |
| 1Y | +30.4% | +4.9% | +25.5% | +28.7% |
| 3Y | +60.1% | +19.0% | +41.1% | +61.4% |
| 5Y | +46.8% | +26.8% | +20.0% | +51.5% |
| All | +78.6% | +29.3% | +49.4% | +69.6% |
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 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