-54.6%
GTLB vs JAAA
+26.8%
-81.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.3% |
| 30D | +21.0% | +0.5% | +20.5% | +19.8% |
| 3M | +51.7% | +1.2% | +50.5% | +47.8% |
| 6M | +89.3% | +2.8% | +86.4% | +78.1% |
| YTD | +25.6% | +3.2% | +22.5% | +17.5% |
| 1Y | -1.5% | +4.8% | -6.4% | -11.1% |
| 3Y | -9.9% | +19.0% | -28.9% | -28.2% |
| All | -54.6% | +26.8% | -81.4% | -64.8% |
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