-25.9%
CCJ vs GAP
+10.4%
-36.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -2.4% |
| 7D | -14.5% | +8.0% | -22.5% | -15.5% |
| 30D | -18.1% | +2.7% | -20.7% | -18.4% |
| 3M | -23.0% | +16.0% | -39.0% | -25.0% |
| 6M | -39.4% | +2.0% | -41.4% | -39.9% |
| YTD | -21.7% | -4.4% | -17.2% | -21.8% |
| 1Y | -25.9% | +9.2% | -35.1% | -29.7% |
| All | -25.9% | +10.4% | -36.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling