+173.1%
CCJ vs GAP
+5.8%
+167.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.3% |
| 7D | +3.7% | -9.3% | +13.0% | +5.4% |
| 30D | -13.7% | -5.5% | -8.2% | -13.0% |
| 3M | -24.7% | +3.5% | -28.2% | -25.5% |
| 6M | -38.1% | +0.7% | -38.8% | -38.8% |
| YTD | -18.8% | -13.4% | -5.4% | -17.9% |
| 1Y | -19.5% | -7.7% | -11.9% | -19.7% |
| 3Y | +75.9% | +74.4% | +1.5% | +49.5% |
| 5Y | +173.1% | +5.3% | +167.8% | +134.8% |
| All | +173.1% | +5.8% | +167.3% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling