GAAM

The chart shows the growth of an initial investment of $10,000 in GAAM, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 12, 2026, the GAAM returned 1.22% Year-To-Date and 26.50% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 3, 2014, GAAM's average daily return is +0.10%, while the average monthly return is +2.09%. At this rate, an investment would double in approximately 2.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +19.5%, while the worst month was Apr 2022 at -15.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, GAAM closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -11.1%.

GAAM has an annualized alpha of 11.36%, beta of 1.17, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since April 03, 2014.

• This portfolio captured 158.20% of S&P 500 Index gains but only 99.90% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 11.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

GAAM has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GAAM ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current GAAM Sharpe ratio is 1.76 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.50 to 2.36, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of GAAM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GAAM provided a 0.38% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the GAAM. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GAAM was 39.13%, occurring on Jan 5, 2023. Recovery took 218 trading sessions.

The current GAAM drawdown is 8.59%.

The chart below shows the rolling one-month volatility.