-10.9%
GTLB vs JAAA
+19.0%
-29.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -1.1% |
| 7D | -5.7% | +0.1% | -5.8% | -6.1% |
| 30D | +15.1% | +0.5% | +14.6% | +12.1% |
| 3M | +65.5% | +1.3% | +64.2% | +55.5% |
| 6M | +102.9% | +2.8% | +100.1% | +77.3% |
| YTD | +25.2% | +3.3% | +21.9% | +7.0% |
| 1Y | -5.5% | +4.9% | -10.5% | -25.7% |
| 3Y | -10.9% | +19.0% | -29.9% | -14.7% |
| All | -10.9% | +19.0% | -29.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling