+813.5%
CCJ vs GD
+174.7%
+638.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +3.7% | +0.6% | +3.0% | +3.4% |
| 30D | -13.7% | +9.5% | -23.2% | -17.4% |
| 3M | -24.7% | -5.8% | -18.9% | -22.8% |
| 6M | -38.1% | +7.7% | -45.9% | -40.8% |
| YTD | -18.8% | +11.1% | -29.8% | -23.7% |
| 1Y | -19.5% | +6.1% | -25.6% | -22.6% |
| 3Y | +75.9% | +59.8% | +16.1% | +34.9% |
| 5Y | +173.1% | +104.6% | +68.5% | +87.1% |
| 10Y | +813.5% | +170.6% | +642.9% | +463.6% |
| All | +813.5% | +174.7% | +638.7% | +463.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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