+766.3%
CCJ vs GD
+165.4%
+600.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | +5.0% | +1.9% | +3.2% | +4.1% |
| 30D | -16.7% | +9.2% | -25.9% | -20.2% |
| 3M | -27.5% | -7.5% | -20.1% | -25.1% |
| 6M | -38.6% | +5.8% | -44.4% | -40.7% |
| YTD | -21.5% | +9.8% | -31.3% | -25.9% |
| 1Y | -22.3% | +5.8% | -28.1% | -25.2% |
| 3Y | +69.9% | +58.0% | +11.9% | +31.0% |
| 5Y | +163.6% | +100.4% | +63.2% | +82.3% |
| All | +766.3% | +165.4% | +600.9% | +437.7% |
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