+1,583.6%
CCJ vs GD
+4,361.5%
-2,777.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +0.7% | -5.3% | +6.0% | +3.0% |
| 30D | +6.9% | -6.4% | +13.3% | +9.8% |
| 3M | -11.6% | +5.7% | -17.3% | -14.0% |
| 6M | -16.2% | -0.9% | -15.3% | -16.5% |
| YTD | +10.1% | +8.2% | +2.0% | +5.7% |
| 1Y | +32.3% | +13.4% | +18.8% | +24.3% |
| 3Y | +171.3% | +68.5% | +102.8% | +112.9% |
| 5Y | +372.4% | +97.2% | +275.2% | +250.4% |
| 10Y | +1,070.0% | +190.2% | +879.8% | +621.9% |
| All | +1,583.6% | +4,361.5% | -2,777.8% | +468.1% |
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