+1,117.9%
CCJ vs GD
+4,483.5%
-3,365.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.9% |
| 7D | +0.4% | -1.9% | +2.3% | +1.2% |
| 30D | -17.2% | +10.9% | -28.2% | -20.9% |
| 3M | -25.1% | -6.8% | -18.4% | -23.2% |
| 6M | -37.6% | +7.0% | -44.6% | -39.7% |
| YTD | -20.4% | +11.1% | -31.5% | -24.6% |
| 1Y | -22.5% | +7.0% | -29.6% | -25.4% |
| 3Y | +72.5% | +59.9% | +12.5% | +38.5% |
| 5Y | +179.9% | +102.5% | +77.4% | +105.1% |
| 10Y | +772.6% | +174.0% | +598.6% | +449.1% |
| All | +1,117.9% | +4,483.5% | -3,365.7% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling