+753.7%
CCJ vs GAP
+1.5%
+752.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | -13.2% | -7.1% | -6.1% | -12.2% |
| 3M | -27.6% | +4.1% | -31.7% | -28.5% |
| 6M | -38.7% | +1.9% | -40.6% | -39.5% |
| YTD | -22.7% | -15.2% | -7.5% | -21.6% |
| 1Y | -17.6% | -10.6% | -6.9% | -17.3% |
| 3Y | +62.7% | +74.6% | -11.9% | +38.3% |
| 5Y | +159.7% | +3.7% | +156.1% | +129.9% |
| All | +753.7% | +1.5% | +752.2% | +620.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling