+825.2%
CCJ vs GD
+190.6%
+634.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.6% |
| 7D | -7.3% | -5.0% | -2.3% | -5.1% |
| 30D | -20.0% | +8.9% | -28.9% | -23.3% |
| 3M | -23.8% | -8.0% | -15.8% | -21.1% |
| 6M | -42.4% | +2.9% | -45.3% | -43.6% |
| YTD | -22.1% | +7.1% | -29.1% | -25.5% |
| 1Y | -20.8% | +5.9% | -26.8% | -23.9% |
| 3Y | +75.7% | +53.9% | +21.9% | +37.3% |
| 5Y | +167.4% | +95.4% | +72.0% | +87.2% |
| All | +825.2% | +190.6% | +634.6% | +477.2% |
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