-17.6%
CCJ vs GD
+5.9%
-23.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.5% |
| 30D | -13.2% | +8.6% | -21.8% | -15.1% |
| 3M | -27.6% | -7.1% | -20.6% | -26.0% |
| 6M | -38.7% | +7.5% | -46.2% | -40.5% |
| YTD | -22.7% | +9.9% | -32.6% | -28.3% |
| 1Y | -17.6% | +7.6% | -25.1% | -21.6% |
| All | -17.6% | +5.9% | -23.4% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling