+175.3%
CCJ vs GD
+98.0%
+77.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.5% |
| 7D | +2.7% | -3.0% | +5.8% | +4.4% |
| 30D | -14.4% | +9.3% | -23.7% | -18.5% |
| 3M | -22.6% | -7.2% | -15.4% | -19.7% |
| 6M | -35.4% | +5.5% | -40.9% | -37.9% |
| YTD | -17.6% | +9.5% | -27.1% | -22.9% |
| 1Y | -18.1% | +6.4% | -24.6% | -22.0% |
| 3Y | +79.6% | +59.8% | +19.7% | +23.4% |
| 5Y | +175.3% | +98.0% | +77.3% | +45.3% |
| All | +175.3% | +98.0% | +77.2% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling