+264.5%
GWW vs JAAA
+29.4%
+235.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | +0.1% | -3.4% | -3.5% |
| 30D | -1.9% | +0.5% | -2.4% | -2.6% |
| 3M | -2.4% | +1.3% | -3.7% | -4.0% |
| 6M | +15.7% | +2.8% | +12.9% | +11.8% |
| YTD | +27.6% | +3.3% | +24.3% | +22.5% |
| 1Y | +27.2% | +4.9% | +22.3% | +19.6% |
| 3Y | +89.7% | +19.0% | +70.7% | +60.0% |
| 5Y | +223.9% | +26.9% | +197.0% | +154.6% |
| All | +264.5% | +29.4% | +235.1% | +161.9% |
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