+1,042.0%
CCJ vs GD
+4,345.2%
-3,303.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.3% | -3.7% |
| 7D | -18.2% | -3.9% | -14.3% | -16.8% |
| 30D | -26.5% | +8.1% | -34.6% | -29.0% |
| 3M | -27.5% | -6.8% | -20.7% | -25.6% |
| 6M | -40.3% | +3.0% | -43.3% | -41.4% |
| YTD | -25.3% | +7.8% | -33.1% | -28.4% |
| 1Y | -28.1% | +5.8% | -33.9% | -30.4% |
| 3Y | +63.8% | +55.3% | +8.5% | +33.1% |
| 5Y | +156.3% | +96.7% | +59.6% | +90.1% |
| 10Y | +787.8% | +195.4% | +592.4% | +442.6% |
| All | +1,042.0% | +4,345.2% | -3,303.2% | +285.0% |
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