+172.8%
CCJ vs GD
+68.4%
+104.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +0.7% | -5.3% | +6.0% | +2.3% |
| 30D | +6.9% | -6.4% | +13.3% | +8.9% |
| 3M | -11.6% | +5.7% | -17.3% | -13.4% |
| 6M | -16.2% | -0.9% | -15.3% | -16.0% |
| YTD | +10.1% | +8.2% | +2.0% | +7.1% |
| 1Y | +32.3% | +13.4% | +18.8% | +26.3% |
| All | +172.8% | +68.4% | +104.5% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling