-54.5%
GTLB vs JAAA
+26.8%
-81.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +12.3% | +0.4% | +11.9% | +11.3% |
| 3M | +65.9% | +1.2% | +64.7% | +61.6% |
| 6M | +104.0% | +2.7% | +101.3% | +92.7% |
| YTD | +26.0% | +3.2% | +22.9% | +17.9% |
| 1Y | -3.5% | +4.8% | -8.3% | -12.8% |
| 3Y | -9.6% | +19.0% | -28.6% | -28.0% |
| All | -54.5% | +26.8% | -81.2% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling